+394.9%
TTWO vs USFD
+307.1%
+87.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.6% |
| 7D | +0.4% | -8.4% | +8.7% | +1.5% |
| 30D | -11.3% | -14.1% | +2.7% | -9.6% |
| 3M | +1.6% | +4.5% | -2.9% | +0.9% |
| 6M | +2.1% | +4.4% | -2.3% | +1.2% |
| YTD | -15.8% | +26.6% | -42.4% | -19.2% |
| 1Y | -12.6% | +19.4% | -32.0% | -15.5% |
| 3Y | +48.2% | +144.6% | -96.4% | +28.9% |
| 5Y | +40.0% | +194.5% | -154.6% | +18.0% |
| All | +394.9% | +307.1% | +87.8% | +300.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling