+192.6%
USFD vs TXG
-66.4%
+258.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.4% |
| 7D | +3.0% | -15.4% | +18.4% | +4.8% |
| 30D | +11.1% | -22.1% | +33.2% | +13.8% |
| 3M | -0.3% | +30.0% | -30.3% | -5.8% |
| 6M | +15.9% | +160.7% | -144.8% | -2.5% |
| YTD | +41.6% | +263.5% | -221.8% | +11.5% |
| 1Y | +49.4% | +356.0% | -306.6% | +12.6% |
| 3Y | +157.8% | +53.4% | +104.5% | +120.1% |
| All | +192.6% | -66.4% | +258.9% | +190.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling