+153.6%
USFD vs TXT
+10.4%
+143.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.7% |
| 3M | -1.5% | -5.0% | +3.5% | -0.2% |
| 6M | +27.3% | -8.4% | +35.8% | +30.0% |
| YTD | +44.0% | -4.0% | +48.0% | +44.1% |
| 1Y | +50.4% | +2.8% | +47.6% | +46.8% |
| 3Y | +153.6% | +10.3% | +143.3% | +143.5% |
| All | +153.6% | +10.4% | +143.2% | +143.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling