+608.5%
TECK vs USFD
+339.9%
+268.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.2% | +3.0% | -3.2% | -1.5% |
| 30D | -7.5% | +11.1% | -18.6% | -11.7% |
| 3M | -8.4% | -0.3% | -8.2% | -8.5% |
| 6M | -2.2% | +15.9% | -18.1% | -9.2% |
| YTD | +26.8% | +41.6% | -14.8% | +7.2% |
| 1Y | +46.5% | +49.4% | -2.9% | +20.8% |
| 3Y | +69.0% | +157.8% | -88.8% | +9.4% |
| 5Y | +138.8% | +176.6% | -37.9% | +46.2% |
| 10Y | +224.3% | +375.4% | -151.0% | +35.8% |
| All | +608.5% | +339.9% | +268.6% | +213.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling