+52.1%
USFD vs TXT
+4.2%
+47.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.8% | +2.5% |
| 7D | +3.9% | -3.5% | +7.4% | +4.8% |
| 30D | +12.8% | +15.2% | -2.3% | +8.8% |
| 3M | +1.0% | -4.5% | +5.4% | +2.0% |
| 6M | +30.3% | -6.1% | +36.4% | +31.5% |
| YTD | +46.0% | -2.0% | +47.9% | +43.8% |
| All | +52.1% | +4.2% | +47.9% | +42.0% |
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 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