+50.4%
USFD vs TXT
+1.6%
+48.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +1.7% | +0.1% | +1.5% | +1.6% |
| 30D | +10.2% | +13.3% | -3.2% | +6.6% |
| 3M | -1.5% | -5.0% | +3.5% | -0.4% |
| 6M | +27.3% | -8.4% | +35.8% | +29.4% |
| YTD | +44.0% | -4.0% | +48.0% | +42.7% |
| 1Y | +50.4% | +2.8% | +47.6% | +40.5% |
| All | +50.4% | +1.6% | +48.8% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling