+171.5%
USFD vs TENB
+31.4%
+140.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.6% | +2.3% |
| 7D | +3.9% | -8.0% | +11.9% | +5.7% |
| 30D | +12.8% | +5.0% | +7.8% | +11.1% |
| 3M | +1.0% | +20.0% | -19.1% | -4.7% |
| 6M | +30.3% | +100.0% | -69.8% | +7.0% |
| YTD | +46.0% | +85.6% | -39.6% | +20.1% |
| 1Y | +49.6% | +57.8% | -8.2% | +28.4% |
| 3Y | +166.3% | +17.6% | +148.6% | +142.1% |
| 5Y | +208.4% | -21.7% | +230.1% | +193.5% |
| All | +171.5% | +31.4% | +140.1% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling