+1,085.5%
ADSK vs TMF
-68.9%
+1,154.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.4% | -8.6% | -8.2% |
| 7D | -16.4% | -1.4% | -15.0% | -16.6% |
| 30D | -9.2% | -2.8% | -6.4% | -9.6% |
| 3M | -6.7% | -10.9% | +4.2% | -8.2% |
| 6M | -15.5% | -21.3% | +5.8% | -18.3% |
| YTD | -26.4% | -15.9% | -10.5% | -28.0% |
| 1Y | -31.9% | -15.7% | -16.2% | -33.3% |
| 3Y | -1.0% | -43.4% | +42.4% | -7.0% |
| 5Y | -24.5% | -87.8% | +63.2% | -46.9% |
| 10Y | +220.4% | -86.7% | +307.1% | +155.1% |
| All | +1,085.5% | -68.9% | +1,154.4% | +1,457.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling