-2.9%
ADSK vs TD
+127.3%
-130.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -2.5% | -0.5% | -2.0% | -2.4% |
| 30D | -14.9% | -1.9% | -13.0% | -14.4% |
| 3M | +3.3% | +4.8% | -1.4% | +1.6% |
| 6M | -15.7% | +28.0% | -43.6% | -23.5% |
| YTD | -28.2% | +30.3% | -58.5% | -35.4% |
| 1Y | -34.5% | +59.8% | -94.3% | -46.0% |
| 3Y | -2.9% | +124.7% | -127.6% | -29.7% |
| All | -2.9% | +127.3% | -130.2% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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