+192.6%
USFD vs TENB
-24.8%
+217.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.5% |
| 7D | +3.0% | -17.0% | +19.9% | +5.7% |
| 30D | +11.1% | +8.2% | +2.9% | +9.3% |
| 3M | -0.3% | +16.5% | -16.8% | -3.8% |
| 6M | +15.9% | +99.1% | -83.2% | -0.1% |
| YTD | +41.6% | +79.0% | -37.4% | +23.4% |
| 1Y | +49.4% | +53.9% | -4.5% | +34.8% |
| 3Y | +157.8% | +13.8% | +144.0% | +145.4% |
| All | +192.6% | -24.8% | +217.3% | +199.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling