-31.9%
ADSK vs TDY
+11.8%
-43.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.5% | -8.7% | -8.2% |
| 7D | -16.4% | -1.8% | -14.6% | -16.5% |
| 30D | -9.2% | -10.7% | +1.5% | -9.7% |
| 3M | -6.7% | -1.3% | -5.5% | -7.1% |
| 6M | -15.5% | -10.6% | -4.9% | -15.0% |
| YTD | -26.4% | +19.6% | -46.0% | -30.0% |
| 1Y | -31.9% | +11.6% | -43.5% | -33.6% |
| All | -31.9% | +11.8% | -43.7% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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