+157.8%
USFD vs TXT
+7.8%
+150.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.4% |
| 7D | +3.0% | -2.5% | +5.5% | +3.7% |
| 30D | +11.1% | +14.4% | -3.3% | +6.2% |
| 3M | -0.3% | -4.9% | +4.6% | +1.0% |
| 6M | +15.9% | -10.2% | +26.1% | +19.2% |
| YTD | +41.6% | -4.1% | +45.7% | +41.7% |
| 1Y | +49.4% | +4.0% | +45.4% | +45.3% |
| 3Y | +157.8% | +8.0% | +149.9% | +147.3% |
| All | +157.8% | +7.8% | +150.0% | +147.3% |
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 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