-24.5%
ADSK vs TNA
-23.3%
-1.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | -2.5% | -7.3% | +4.7% | -0.3% |
| 30D | -14.9% | -14.2% | -0.7% | -11.0% |
| 3M | +3.3% | -4.6% | +7.9% | +3.8% |
| 6M | -15.7% | +36.9% | -52.6% | -26.1% |
| YTD | -28.2% | +42.5% | -70.8% | -38.7% |
| 1Y | -34.5% | +45.8% | -80.3% | -45.3% |
| 3Y | -2.9% | +104.7% | -107.5% | -37.6% |
| All | -24.5% | -23.3% | -1.2% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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