-5.6%
TTWO vs USFD
+50.4%
-55.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -2.0% |
| 7D | +6.4% | +1.3% | +5.1% | +6.5% |
| 30D | +13.3% | +10.6% | +2.7% | +14.1% |
| 3M | -6.6% | -2.4% | -4.2% | -7.8% |
| 6M | +0.4% | +28.9% | -28.5% | +5.9% |
| YTD | -11.4% | +43.7% | -55.1% | -8.8% |
| 1Y | -5.6% | +48.5% | -54.1% | -3.7% |
| All | -5.6% | +50.4% | -55.9% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling