+354.1%
USFD vs TXT
+89.4%
+264.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | +1.7% | +0.1% | +1.5% | +1.6% |
| 30D | +10.2% | +13.3% | -3.2% | +1.7% |
| 3M | -1.5% | -5.0% | +3.5% | +0.6% |
| 6M | +27.3% | -8.4% | +35.8% | +31.7% |
| YTD | +44.0% | -4.0% | +48.0% | +43.4% |
| 1Y | +50.4% | +2.8% | +47.6% | +43.5% |
| 3Y | +153.6% | +10.3% | +143.3% | +122.2% |
| 5Y | +219.0% | +9.2% | +209.8% | +176.6% |
| All | +354.1% | +89.4% | +264.7% | +140.9% |
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