+1,338.6%
ADSK vs TMF
-72.0%
+1,410.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +1.7% |
| 7D | +1.0% | -9.3% | +10.3% | -0.3% |
| 30D | +14.4% | +1.9% | +12.5% | +14.7% |
| 3M | +2.5% | -11.2% | +13.7% | +0.8% |
| 6M | +14.5% | -17.7% | +32.2% | +11.4% |
| YTD | -10.7% | -24.5% | +13.8% | -14.0% |
| 1Y | -11.0% | -29.4% | +18.4% | -15.2% |
| 3Y | +25.9% | -33.4% | +59.3% | +21.5% |
| 5Y | -19.7% | -88.7% | +69.0% | -44.1% |
| 10Y | +258.2% | -82.5% | +340.7% | +211.9% |
| All | +1,338.6% | -72.0% | +1,410.7% | +1,761.5% |
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