+546.1%
TXN vs USFD
+353.4%
+192.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.1% | +3.6% | +5.8% |
| 7D | -2.1% | +3.9% | -6.0% | -3.1% |
| 30D | +4.7% | +12.8% | -8.1% | +1.4% |
| 3M | +3.9% | +1.0% | +2.9% | +3.3% |
| 6M | +3.8% | +30.3% | -26.5% | -3.9% |
| YTD | +74.2% | +46.0% | +28.2% | +55.6% |
| 1Y | +88.2% | +49.6% | +38.6% | +66.8% |
| 3Y | +124.0% | +166.3% | -42.3% | +71.0% |
| 5Y | +78.4% | +208.4% | -130.0% | +29.5% |
| 10Y | +455.6% | +371.2% | +84.3% | +267.4% |
| All | +546.1% | +353.4% | +192.8% | +322.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling