+10.5%
ADSK vs TMF
-17.8%
+28.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +0.9% |
| 7D | -3.6% | -8.2% | +4.6% | -1.5% |
| 30D | +12.6% | +5.3% | +7.3% | +12.3% |
| 3M | +4.0% | -8.5% | +12.5% | +5.0% |
| 6M | +10.5% | -17.2% | +27.7% | +11.3% |
| All | +10.5% | -17.8% | +28.3% | +11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling