+97.3%
TEM vs USFD
+110.1%
-12.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +5.1% | -0.2% | +5.2% | +5.4% |
| 30D | +16.8% | +12.3% | +4.5% | +6.7% |
| 3M | +42.6% | -0.7% | +43.3% | +43.6% |
| 6M | +63.9% | +31.3% | +32.6% | +26.6% |
| YTD | +34.5% | +45.7% | -11.2% | -18.5% |
| 1Y | +11.0% | +52.1% | -41.1% | -37.2% |
| All | +97.3% | +110.1% | -12.7% | -23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling