+159.3%
USFD vs TXG
+20.5%
+138.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.7% | -6.7% | +1.9% |
| 7D | +3.9% | +5.5% | -1.6% | +3.1% |
| 30D | +12.8% | -19.3% | +32.2% | +15.1% |
| 3M | +1.0% | +25.0% | -24.1% | -3.8% |
| 6M | +30.3% | +201.2% | -170.9% | +8.3% |
| YTD | +46.0% | +298.8% | -252.9% | +14.9% |
| 1Y | +49.6% | +326.6% | -276.9% | +16.1% |
| 3Y | +166.3% | +78.3% | +87.9% | +121.9% |
| 5Y | +208.4% | -61.3% | +269.7% | +195.6% |
| All | +159.3% | +20.5% | +138.8% | +87.9% |
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