-2.9%
ADSK vs TCOM
+8.0%
-10.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.3% |
| 7D | -2.5% | -4.9% | +2.4% | -1.8% |
| 30D | -14.9% | -14.4% | -0.5% | -13.0% |
| 3M | +3.3% | -17.7% | +21.0% | +6.0% |
| 6M | -15.7% | -25.1% | +9.4% | -12.4% |
| YTD | -28.2% | -45.7% | +17.5% | -22.6% |
| 1Y | -34.5% | -47.9% | +13.3% | -29.2% |
| 3Y | -2.9% | +8.9% | -11.8% | +2.2% |
| All | -2.9% | +8.0% | -10.9% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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