+88.9%
TEM vs USFD
+104.2%
-15.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.2% | +8.1% | +8.1% |
| 7D | +5.3% | +3.0% | +2.3% | +2.8% |
| 30D | +8.1% | +11.1% | -3.0% | -0.7% |
| 3M | +64.9% | -0.3% | +65.2% | +64.9% |
| 6M | +42.1% | +15.9% | +26.3% | +23.1% |
| YTD | +28.8% | +41.6% | -12.8% | -20.5% |
| 1Y | +5.5% | +49.4% | -43.9% | -40.4% |
| All | +88.9% | +104.2% | -15.2% | -25.0% |
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