-3.3%
ADSK vs TLN
+469.0%
-472.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +5.0% | +2.6% |
| 7D | -10.9% | +2.0% | -12.9% | -11.0% |
| 30D | -15.9% | -12.9% | -2.9% | -15.3% |
| 3M | -4.4% | -7.4% | +3.1% | -4.7% |
| 6M | -16.6% | -6.0% | -10.6% | -17.6% |
| YTD | -28.5% | -16.9% | -11.6% | -28.7% |
| 1Y | -34.6% | -22.6% | -12.0% | -34.5% |
| All | -3.3% | +469.0% | -472.3% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling