+214.2%
ADSK vs TPR
+318.3%
-104.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.9% |
| 7D | -10.9% | -5.1% | -5.8% | -9.6% |
| 30D | -15.9% | -27.6% | +11.7% | -8.7% |
| 3M | -4.4% | -17.5% | +13.1% | -0.3% |
| 6M | -16.6% | -21.3% | +4.7% | -12.8% |
| YTD | -28.5% | -8.5% | -20.0% | -29.0% |
| 1Y | -34.6% | +11.5% | -46.1% | -39.3% |
| 3Y | -3.5% | +288.0% | -291.5% | -41.4% |
| 5Y | -25.6% | +225.2% | -250.8% | -53.4% |
| All | +214.2% | +318.3% | -104.1% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling