+153.6%
USFD vs TENB
+9.5%
+144.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | +1.7% | -3.3% | +4.9% | +1.9% |
| 30D | +10.2% | +6.9% | +3.2% | +9.5% |
| 3M | -1.5% | +1.8% | -3.3% | -1.8% |
| 6M | +27.3% | +98.1% | -70.7% | +16.1% |
| YTD | +44.0% | +73.2% | -29.2% | +34.1% |
| 1Y | +50.4% | +50.7% | -0.3% | +45.2% |
| 3Y | +153.6% | +9.3% | +144.2% | +163.9% |
| All | +153.6% | +9.5% | +144.1% | +163.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling