+43.6%
TXN vs USFD
+32.1%
+11.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.2% |
| 7D | +2.2% | -3.3% | +5.5% | +2.4% |
| 30D | -9.5% | -5.3% | -4.2% | -9.2% |
| 3M | -10.5% | +18.8% | -29.3% | -12.8% |
| 6M | +35.4% | +14.3% | +21.1% | +33.4% |
| YTD | +51.8% | +36.9% | +14.9% | +43.2% |
| All | +43.6% | +32.1% | +11.4% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling