+317.7%
USFD vs TXT
+108.2%
+209.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -3.0% | -4.8% | +1.8% | -0.2% |
| 30D | +3.5% | -10.6% | +14.1% | +10.3% |
| 3M | +26.6% | -13.2% | +39.7% | +36.0% |
| 6M | +11.7% | -20.3% | +32.0% | +25.8% |
| YTD | +38.1% | -9.3% | +47.4% | +43.2% |
| 1Y | +33.4% | -2.7% | +36.1% | +32.0% |
| 3Y | +155.8% | +1.4% | +154.4% | +138.0% |
| 5Y | +214.0% | +9.6% | +204.5% | +174.1% |
| 10Y | +320.4% | +94.9% | +225.5% | +134.6% |
| All | +317.7% | +108.2% | +209.5% | +132.4% |
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