+342.6%
TEL vs USFD
+353.4%
-10.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.6% | +4.6% |
| 7D | +0.6% | +3.9% | -3.3% | -0.9% |
| 30D | +0.2% | +12.8% | -12.6% | -4.1% |
| 3M | +1.5% | +1.0% | +0.5% | +0.9% |
| 6M | +6.9% | +30.3% | -23.3% | -3.5% |
| YTD | -2.8% | +46.0% | -48.8% | -16.4% |
| 1Y | -8.8% | +49.6% | -58.4% | -22.3% |
| 3Y | +84.3% | +166.3% | -82.0% | +26.2% |
| 5Y | +46.8% | +208.4% | -161.6% | -6.3% |
| 10Y | +294.7% | +371.2% | -76.5% | +98.4% |
| All | +342.6% | +353.4% | -10.7% | +122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling