-25.6%
ADSK vs TAP
-2.6%
-23.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -10.9% | -5.3% | -5.7% | -9.9% |
| 30D | -15.9% | -7.4% | -8.5% | -14.6% |
| 3M | -4.4% | -4.9% | +0.5% | -3.4% |
| 6M | -16.6% | -14.2% | -2.4% | -14.3% |
| YTD | -28.5% | -14.8% | -13.7% | -26.9% |
| 1Y | -34.6% | -18.1% | -16.6% | -32.6% |
| 3Y | -3.5% | -32.7% | +29.3% | +3.1% |
| 5Y | -25.6% | -0.5% | -25.1% | -27.5% |
| All | -25.6% | -2.6% | -23.0% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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