+51.6%
TEL vs USFD
+215.8%
-164.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +3.0% | -3.0% | +6.0% | +4.2% |
| 30D | -3.9% | +3.5% | -7.5% | -5.4% |
| 3M | -5.1% | +26.6% | -31.7% | -14.4% |
| 6M | +0.6% | +11.7% | -11.1% | -4.5% |
| YTD | -7.3% | +38.1% | -45.4% | -20.3% |
| 1Y | +1.1% | +33.4% | -32.2% | -12.0% |
| 3Y | +63.7% | +155.8% | -92.1% | +4.7% |
| All | +51.6% | +215.8% | -164.2% | -15.9% |
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