+367.0%
USFD vs TXT
+98.8%
+268.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.5% |
| 7D | -0.2% | -0.8% | +0.7% | +0.3% |
| 30D | +12.3% | +13.4% | -1.1% | +3.7% |
| 3M | -0.7% | -2.5% | +1.9% | 0.0% |
| 6M | +31.3% | -6.2% | +37.5% | +33.9% |
| YTD | +45.7% | -1.3% | +47.1% | +42.9% |
| 1Y | +52.1% | +4.3% | +47.8% | +44.0% |
| 3Y | +158.2% | +13.2% | +145.0% | +122.8% |
| 5Y | +213.8% | +12.4% | +201.4% | +167.4% |
| 10Y | +367.0% | +94.8% | +272.2% | +143.0% |
| All | +367.0% | +98.8% | +268.2% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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