+71.0%
TXN vs USFD
+165.3%
-94.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -0.1% | -3.0% | +2.9% | +0.8% |
| 30D | -6.9% | +3.5% | -10.5% | -8.1% |
| 3M | -14.9% | +26.6% | -41.5% | -22.7% |
| 6M | +29.0% | +11.7% | +17.3% | +23.1% |
| YTD | +51.5% | +38.1% | +13.3% | +30.0% |
| 1Y | +41.6% | +33.4% | +8.2% | +23.2% |
| All | +71.0% | +165.3% | -94.4% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling