+57.7%
TXN vs USFD
+217.8%
-160.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -0.1% | -3.0% | +2.9% | +1.0% |
| 30D | -6.9% | +3.5% | -10.5% | -8.2% |
| 3M | -14.9% | +26.6% | -41.5% | -22.8% |
| 6M | +29.0% | +11.7% | +17.3% | +22.7% |
| YTD | +51.5% | +38.1% | +13.3% | +31.0% |
| 1Y | +41.6% | +33.4% | +8.2% | +23.9% |
| 3Y | +65.8% | +155.8% | -90.0% | +11.5% |
| All | +57.7% | +217.8% | -160.1% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling