-31.9%
ADSK vs TMF
-15.2%
-16.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.4% | -8.6% | -8.3% |
| 7D | -16.4% | -1.4% | -15.0% | -16.3% |
| 30D | -9.2% | -2.8% | -6.4% | -9.1% |
| 3M | -6.7% | -10.9% | +4.2% | -6.2% |
| 6M | -15.5% | -21.3% | +5.8% | -14.1% |
| YTD | -26.4% | -15.9% | -10.5% | -25.4% |
| 1Y | -31.9% | -15.7% | -16.2% | -31.0% |
| All | -31.9% | -15.2% | -16.6% | -31.0% |
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