+84.3%
TEL vs USFD
+167.5%
-83.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.6% | +4.8% |
| 7D | +0.6% | +3.9% | -3.3% | -0.6% |
| 30D | +0.2% | +12.8% | -12.6% | -3.3% |
| 3M | +1.5% | +1.0% | +0.5% | +1.1% |
| 6M | +6.9% | +30.3% | -23.3% | -2.3% |
| YTD | -2.8% | +46.0% | -48.8% | -15.4% |
| 1Y | -8.8% | +49.6% | -58.4% | -21.4% |
| 3Y | +84.3% | +166.3% | -82.0% | +37.5% |
| All | +84.3% | +167.5% | -83.2% | +37.5% |
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