+455.5%
TTWO vs USFD
+329.0%
+126.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | -8.8% | -3.0% | -5.8% | -8.4% |
| 30D | -8.6% | +3.5% | -12.1% | -9.0% |
| 3M | -0.9% | +26.6% | -27.5% | -4.0% |
| 6M | -0.5% | +11.7% | -12.2% | -2.2% |
| YTD | -16.1% | +38.1% | -54.3% | -20.4% |
| 1Y | -10.8% | +33.4% | -44.2% | -15.0% |
| 3Y | +51.4% | +155.8% | -104.4% | +31.0% |
| 5Y | +33.7% | +214.0% | -180.3% | +11.9% |
| 10Y | +380.3% | +320.4% | +59.9% | +293.7% |
| All | +455.5% | +329.0% | +126.4% | +345.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling