+54.1%
TTWO vs USFD
+159.3%
-105.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | +10.7% | -0.2% | +10.9% | +10.7% |
| 30D | +10.8% | +12.3% | -1.6% | +9.3% |
| 3M | -7.7% | -0.7% | -7.0% | -7.9% |
| 6M | +4.4% | +31.3% | -26.8% | +1.7% |
| YTD | -9.7% | +45.7% | -55.4% | -15.9% |
| 1Y | -3.9% | +52.1% | -56.0% | -11.7% |
| All | +54.1% | +159.3% | -105.2% | +31.4% |
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