+1,718.2%
ADSK vs TCOM
+2,536.0%
-817.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.7% |
| 7D | -10.9% | -6.5% | -4.4% | -9.5% |
| 30D | -15.9% | -16.2% | +0.3% | -12.5% |
| 3M | -4.4% | -19.3% | +15.0% | +0.1% |
| 6M | -16.6% | -27.2% | +10.6% | -10.8% |
| YTD | -28.5% | -46.2% | +17.7% | -18.5% |
| 1Y | -34.6% | -46.6% | +12.0% | -25.5% |
| 3Y | -3.5% | +8.4% | -11.8% | -10.3% |
| 5Y | -25.6% | +25.8% | -51.4% | -37.5% |
| 10Y | +216.6% | -11.9% | +228.5% | +173.5% |
| All | +1,718.2% | +2,536.0% | -817.9% | +725.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling