+52.1%
USFD vs TXG
+314.1%
-262.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.7% | -6.7% | +3.1% |
| 7D | +3.9% | +5.5% | -1.6% | +4.0% |
| 30D | +12.8% | -19.3% | +32.2% | +12.6% |
| 3M | +1.0% | +25.0% | -24.1% | +0.5% |
| 6M | +30.3% | +201.2% | -170.9% | +26.1% |
| YTD | +46.0% | +298.8% | -252.9% | +36.6% |
| All | +52.1% | +314.1% | -262.0% | +42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling