+556.6%
TXN vs USFD
+353.0%
+203.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -3.8% | +8.4% | -12.2% | -5.8% |
| 30D | +6.4% | +12.7% | -6.3% | +3.1% |
| 3M | +7.7% | +1.1% | +6.6% | +7.1% |
| 6M | +5.5% | +30.2% | -24.7% | -2.3% |
| YTD | +77.0% | +45.8% | +31.1% | +58.1% |
| 1Y | +91.2% | +51.9% | +39.3% | +68.8% |
| 3Y | +121.5% | +158.5% | -36.9% | +70.4% |
| 5Y | +84.9% | +208.0% | -123.1% | +34.3% |
| 10Y | +469.9% | +376.6% | +93.3% | +276.6% |
| All | +556.6% | +353.0% | +203.6% | +329.9% |
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