+489.4%
TTWO vs USFD
+347.2%
+142.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +6.0% | +1.7% | +4.4% | +5.8% |
| 30D | +13.2% | +10.2% | +3.1% | +11.7% |
| 3M | -5.8% | -1.5% | -4.3% | -5.7% |
| 6M | +0.4% | +27.3% | -27.0% | -3.0% |
| YTD | -11.0% | +44.0% | -55.0% | -16.1% |
| 1Y | -4.1% | +50.4% | -54.4% | -10.2% |
| 3Y | +51.8% | +153.6% | -101.8% | +31.5% |
| 5Y | +21.3% | +219.0% | -197.7% | +1.2% |
| 10Y | +375.1% | +361.5% | +13.6% | +286.6% |
| All | +489.4% | +347.2% | +142.2% | +369.7% |
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 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