+34.5%
TTWO vs USFD
+197.4%
-162.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | +0.2% |
| 7D | -2.3% | -7.0% | +4.7% | -0.8% |
| 30D | -16.7% | -10.3% | -6.4% | -14.8% |
| 3M | -0.4% | +9.2% | -9.6% | -2.5% |
| 6M | -1.6% | +7.4% | -9.0% | -3.7% |
| YTD | -17.5% | +29.4% | -46.9% | -24.0% |
| 1Y | -14.8% | +24.8% | -39.7% | -20.9% |
| 3Y | +47.9% | +150.0% | -102.1% | +10.4% |
| 5Y | +34.5% | +195.5% | -161.0% | -5.7% |
| All | +34.5% | +197.4% | -162.9% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling