-34.5%
ADSK vs TDG
-11.6%
-23.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | -2.5% | -1.9% | -0.7% | -2.2% |
| 30D | -14.9% | -7.7% | -7.2% | -13.6% |
| 3M | +3.3% | -9.3% | +12.6% | +5.0% |
| 6M | -15.7% | -9.4% | -6.3% | -14.6% |
| YTD | -28.2% | -14.3% | -14.0% | -25.8% |
| 1Y | -34.5% | -11.8% | -22.7% | -32.9% |
| All | -34.5% | -11.6% | -23.0% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling