-10.2%
ADSK vs TMF
-23.9%
+13.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.5% | +4.6% | +6.6% |
| 7D | +11.4% | +4.0% | +7.5% | +10.7% |
| 30D | +21.9% | +19.5% | +2.5% | +18.9% |
| 3M | +13.9% | -3.5% | +17.4% | +13.5% |
| 6M | +9.1% | -10.6% | +19.7% | +9.3% |
| YTD | -8.8% | -17.1% | +8.3% | -7.3% |
| 1Y | -10.2% | -24.3% | +14.0% | -9.1% |
| All | -10.2% | -23.9% | +13.7% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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