-8.5%
ADSK vs TEM
+53.2%
-61.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.7% | +2.0% | -2.2% |
| 7D | -14.5% | -1.1% | -13.5% | -14.4% |
| 30D | -19.3% | +11.3% | -30.6% | -20.4% |
| 3M | -7.8% | +25.5% | -33.3% | -10.5% |
| 6M | -20.8% | +17.1% | -37.9% | -22.9% |
| YTD | -30.2% | +3.8% | -34.0% | -31.4% |
| 1Y | -36.5% | -24.4% | -12.1% | -36.3% |
| All | -8.5% | +53.2% | -61.7% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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