+3,352.1%
ADSK vs TDY
+7,056.0%
-3,703.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.1% |
| 7D | -2.5% | -1.1% | -1.4% | -2.1% |
| 30D | -14.9% | -12.0% | -2.8% | -10.8% |
| 3M | +3.3% | -3.2% | +6.5% | +4.0% |
| 6M | -15.7% | -7.9% | -7.8% | -14.0% |
| YTD | -28.2% | +18.2% | -46.5% | -33.9% |
| 1Y | -34.5% | +6.7% | -41.2% | -37.3% |
| 3Y | -2.9% | +47.5% | -50.4% | -18.5% |
| 5Y | -25.3% | +39.5% | -64.8% | -35.7% |
| 10Y | +217.8% | +477.2% | -259.4% | +64.8% |
| All | +3,352.1% | +7,056.0% | -3,703.9% | +906.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling