+328.9%
USFD vs TXT
+124.5%
+204.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -1.9% |
| 7D | +3.9% | -2.5% | +6.5% | +5.4% |
| 30D | +10.7% | +12.8% | -2.2% | +2.6% |
| 3M | +6.3% | -3.6% | +10.0% | +7.7% |
| 6M | +16.2% | -6.9% | +23.2% | +19.1% |
| YTD | +41.9% | -2.2% | +44.0% | +39.9% |
| 1Y | +44.2% | +6.3% | +37.9% | +35.3% |
| 3Y | +159.8% | +10.3% | +149.5% | +128.9% |
| 5Y | +177.1% | +10.6% | +166.5% | +139.7% |
| 10Y | +376.2% | +121.0% | +255.2% | +151.6% |
| All | +328.9% | +124.5% | +204.5% | +127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling