+288.6%
TEL vs USFD
+322.5%
-33.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.4% |
| 7D | -1.4% | -3.3% | +1.9% | -0.2% |
| 30D | -4.9% | -5.3% | +0.4% | -3.0% |
| 3M | +0.1% | +18.8% | -18.7% | -6.3% |
| 6M | +0.4% | +14.3% | -13.9% | -4.9% |
| YTD | -8.9% | +36.9% | -45.8% | -19.7% |
| 1Y | -0.3% | +31.7% | -32.0% | -11.1% |
| 3Y | +67.6% | +164.5% | -96.9% | +14.8% |
| 5Y | +50.7% | +212.6% | -161.9% | -4.5% |
| 10Y | +288.6% | +329.7% | -41.1% | +93.1% |
| All | +288.6% | +322.5% | -33.9% | +93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling