+46.8%
TEL vs USFD
+204.0%
-157.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.6% | +4.5% |
| 7D | +0.6% | +3.9% | -3.3% | -1.0% |
| 30D | +0.2% | +12.8% | -12.6% | -4.6% |
| 3M | +1.5% | +1.0% | +0.5% | +0.8% |
| 6M | +6.9% | +30.3% | -23.3% | -5.0% |
| YTD | -2.8% | +46.0% | -48.8% | -18.6% |
| 1Y | -8.8% | +49.6% | -58.4% | -24.6% |
| 3Y | +84.3% | +166.3% | -82.0% | +15.0% |
| 5Y | +46.8% | +208.4% | -161.6% | -16.9% |
| All | +46.8% | +204.0% | -157.2% | -16.9% |
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