+49.4%
TTWO vs USFD
+162.9%
-113.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.6% |
| 7D | -1.6% | -3.3% | +1.8% | -1.2% |
| 30D | -13.5% | -5.3% | -8.2% | -13.0% |
| 3M | +0.3% | +18.8% | -18.4% | -1.3% |
| 6M | +0.8% | +14.3% | -13.4% | -0.5% |
| YTD | -16.7% | +36.9% | -53.6% | -21.9% |
| 1Y | -14.3% | +31.7% | -46.0% | -18.8% |
| 3Y | +49.4% | +164.5% | -115.1% | +19.1% |
| All | +49.4% | +162.9% | -113.5% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling