+207.9%
TECK vs USFD
+197.4%
+10.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.2% | +0.1% |
| 7D | +4.9% | -7.0% | +11.9% | +8.1% |
| 30D | +5.2% | -10.3% | +15.5% | +10.1% |
| 3M | +13.8% | +9.2% | +4.6% | +8.6% |
| 6M | +38.5% | +7.4% | +31.1% | +32.7% |
| YTD | +47.3% | +29.4% | +18.0% | +28.0% |
| 1Y | +81.0% | +24.8% | +56.2% | +59.4% |
| 3Y | +79.9% | +150.0% | -70.1% | +13.4% |
| 5Y | +207.9% | +195.5% | +12.4% | +71.4% |
| All | +207.9% | +197.4% | +10.5% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling