+4.0%
ADSK vs TLN
+574.4%
-570.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -2.5% | -1.3% | -1.2% | -2.5% |
| 30D | -14.9% | -14.3% | -0.5% | -14.1% |
| 3M | +3.3% | -9.3% | +12.6% | +3.2% |
| 6M | -15.7% | -1.1% | -14.6% | -17.1% |
| YTD | -28.2% | -16.6% | -11.7% | -28.5% |
| 1Y | -34.5% | -22.0% | -12.6% | -34.4% |
| 3Y | -2.9% | +470.2% | -473.1% | -23.0% |
| All | +4.0% | +574.4% | -570.4% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling