-21.0%
ADSK vs TMF
-88.2%
+67.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.7% | -3.4% | -0.4% | -3.5% |
| 30D | +11.3% | +11.5% | -0.2% | +10.5% |
| 3M | +3.3% | -4.5% | +7.9% | +3.6% |
| 6M | +10.1% | -15.0% | +25.1% | +11.2% |
| YTD | -12.2% | -19.9% | +7.7% | -11.0% |
| 1Y | -13.9% | -26.6% | +12.7% | -12.3% |
| 3Y | +23.5% | -29.8% | +53.3% | +24.3% |
| All | -21.0% | -88.2% | +67.1% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling