+216.3%
USFD vs TXT
+10.4%
+205.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -3.0% | -4.8% | +1.8% | -0.6% |
| 30D | +3.5% | -10.6% | +14.1% | +9.4% |
| 3M | +26.6% | -13.2% | +39.7% | +34.8% |
| 6M | +11.7% | -20.3% | +32.0% | +24.2% |
| YTD | +38.1% | -9.3% | +47.4% | +42.4% |
| 1Y | +33.4% | -2.7% | +36.1% | +31.7% |
| 3Y | +155.8% | +1.4% | +154.4% | +135.9% |
| All | +216.3% | +10.4% | +205.9% | +167.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling