+137.2%
USFD vs TENB
-3.6%
+140.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.4% | -0.3% |
| 7D | -8.0% | -7.1% | -0.9% | -6.5% |
| 30D | -13.1% | -15.4% | +2.3% | -10.3% |
| 3M | +6.5% | +19.5% | -13.0% | +0.4% |
| 6M | +5.7% | +54.8% | -49.1% | -7.9% |
| YTD | +27.5% | +36.1% | -8.6% | +13.7% |
| 1Y | +23.4% | +7.0% | +16.5% | +17.1% |
| 3Y | +146.4% | -27.6% | +174.0% | +152.5% |
| 5Y | +196.8% | -30.5% | +227.2% | +188.5% |
| All | +137.2% | -3.6% | +140.8% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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