+129.8%
USFD vs TXG
+24.6%
+105.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.6% | -8.0% | -5.8% |
| 7D | -7.0% | +9.1% | -16.2% | -8.1% |
| 30D | -10.3% | +14.9% | -25.2% | -12.1% |
| 3M | +9.2% | +120.0% | -110.8% | -3.2% |
| 6M | +7.4% | +221.8% | -214.4% | -10.6% |
| YTD | +29.4% | +312.6% | -283.2% | +2.9% |
| 1Y | +24.8% | +398.4% | -373.6% | -4.7% |
| 3Y | +150.0% | +42.1% | +107.9% | +119.7% |
| 5Y | +195.5% | -63.5% | +258.9% | +188.6% |
| All | +129.8% | +24.6% | +105.2% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling