-18.4%
ADSK vs TPG
+74.1%
-92.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.3% |
| 7D | -2.5% | -9.4% | +6.9% | +1.7% |
| 30D | -14.9% | -5.3% | -9.6% | -12.9% |
| 3M | +3.3% | +12.9% | -9.6% | -2.6% |
| 6M | -15.7% | +20.1% | -35.7% | -23.2% |
| YTD | -28.2% | -22.5% | -5.8% | -20.9% |
| 1Y | -34.5% | -19.7% | -14.9% | -29.6% |
| 3Y | -2.9% | +81.2% | -84.1% | -36.1% |
| All | -18.4% | +74.1% | -92.5% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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