+145.4%
USFD vs TXG
+16.0%
+129.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -3.0% | +1.8% | -4.8% | -3.3% |
| 30D | +3.5% | +32.0% | -28.5% | -0.7% |
| 3M | +26.6% | +87.0% | -60.4% | +14.7% |
| 6M | +11.7% | +180.1% | -168.4% | -5.2% |
| YTD | +38.1% | +284.1% | -246.0% | +11.0% |
| 1Y | +33.4% | +361.7% | -328.3% | +2.9% |
| 3Y | +155.8% | +15.9% | +139.9% | +132.3% |
| 5Y | +214.0% | -66.2% | +280.2% | +209.9% |
| All | +145.4% | +16.0% | +129.4% | +81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling