+70.2%
TEL vs USFD
+165.3%
-95.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +3.0% | -3.0% | +6.0% | +3.9% |
| 30D | -3.9% | +3.5% | -7.5% | -5.0% |
| 3M | -5.1% | +26.6% | -31.7% | -12.5% |
| 6M | +0.6% | +11.7% | -11.1% | -3.3% |
| YTD | -7.3% | +38.1% | -45.4% | -17.7% |
| 1Y | +1.1% | +33.4% | -32.2% | -9.3% |
| All | +70.2% | +165.3% | -95.2% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling