-34.6%
ADSK vs TMF
-25.6%
-9.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.8% | +2.6% |
| 7D | -10.9% | -4.8% | -6.1% | -10.6% |
| 30D | -15.9% | -4.9% | -11.0% | -15.6% |
| 3M | -4.4% | -13.4% | +9.0% | -3.8% |
| 6M | -16.6% | -23.0% | +6.4% | -15.4% |
| YTD | -28.5% | -20.2% | -8.3% | -27.3% |
| 1Y | -34.6% | -26.5% | -8.2% | -32.8% |
| All | -34.6% | -25.6% | -9.0% | -32.8% |
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