+400.7%
TXN vs USFD
+310.2%
+90.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.7% |
| 7D | +2.0% | -8.0% | +10.0% | +4.1% |
| 30D | -8.0% | -13.1% | +5.1% | -4.7% |
| 3M | -7.8% | +6.5% | -14.3% | -9.8% |
| 6M | +32.4% | +5.7% | +26.7% | +29.5% |
| YTD | +51.7% | +27.5% | +24.2% | +40.4% |
| 1Y | +44.3% | +23.4% | +20.9% | +34.5% |
| 3Y | +71.3% | +146.4% | -75.2% | +33.2% |
| 5Y | +56.4% | +196.8% | -140.3% | +14.7% |
| All | +400.7% | +310.2% | +90.5% | +226.6% |
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