+24.8%
USFD vs TXG
+385.8%
-361.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.6% | -8.0% | -5.5% |
| 7D | -7.0% | +9.1% | -16.2% | -7.1% |
| 30D | -10.3% | +14.9% | -25.2% | -10.4% |
| 3M | +9.2% | +120.0% | -110.8% | +7.7% |
| 6M | +7.4% | +221.8% | -214.4% | +4.1% |
| YTD | +29.4% | +312.6% | -283.2% | +23.8% |
| 1Y | +24.8% | +398.4% | -373.6% | +18.8% |
| All | +24.8% | +385.8% | -361.0% | +18.8% |
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