+51.9%
USFD vs TXT
+5.9%
+46.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.5% |
| 7D | +8.4% | -1.1% | +9.4% | +8.6% |
| 30D | +12.7% | +17.1% | -4.3% | +8.3% |
| 3M | +1.1% | -2.6% | +3.8% | +1.7% |
| 6M | +30.2% | -4.6% | +34.7% | +30.9% |
| YTD | +45.8% | -0.3% | +46.2% | +43.2% |
| 1Y | +51.9% | +5.9% | +46.0% | +41.3% |
| All | +51.9% | +5.9% | +46.0% | +41.3% |
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