-2.9%
ADSK vs TDG
+52.1%
-55.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | 0.0% |
| 7D | -2.5% | -1.9% | -0.7% | -1.9% |
| 30D | -14.9% | -7.7% | -7.2% | -12.7% |
| 3M | +3.3% | -9.3% | +12.6% | +6.4% |
| 6M | -15.7% | -9.4% | -6.3% | -13.6% |
| YTD | -28.2% | -14.3% | -14.0% | -25.2% |
| 1Y | -34.5% | -11.8% | -22.7% | -32.6% |
| 3Y | -2.9% | +52.0% | -54.9% | -17.5% |
| All | -2.9% | +52.1% | -55.0% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling