-10.5%
TEM vs USFD
+49.6%
-60.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +8.5% | -11.3% | -3.2% |
| 7D | -1.3% | +7.8% | -9.2% | -1.6% |
| 30D | -9.5% | +16.2% | -25.7% | -10.4% |
| 3M | +60.7% | +11.0% | +49.7% | +61.6% |
| 6M | +35.5% | +20.7% | +14.8% | +36.2% |
| YTD | +28.0% | +46.0% | -17.9% | +6.7% |
| 1Y | -10.5% | +49.8% | -60.3% | -27.7% |
| All | -10.5% | +49.6% | -60.1% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling