+485.1%
TXN vs USFD
+359.1%
+126.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +1.2% |
| 7D | +12.3% | +1.3% | +11.0% | +12.0% |
| 30D | +9.1% | +10.6% | -1.5% | +6.1% |
| 3M | +13.5% | -2.4% | +16.0% | +13.9% |
| 6M | +6.9% | +28.9% | -22.0% | -0.8% |
| YTD | +84.0% | +43.7% | +40.3% | +64.9% |
| 1Y | +95.8% | +48.5% | +47.3% | +73.6% |
| 3Y | +130.3% | +154.7% | -24.4% | +77.4% |
| 5Y | +89.2% | +218.4% | -129.2% | +36.1% |
| All | +485.1% | +359.1% | +126.0% | +282.6% |
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