-10.2%
ADSK vs TRGP
+89.5%
-99.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -4.5% | +11.6% | +6.1% |
| 7D | +11.4% | -6.5% | +17.9% | +10.2% |
| 30D | +21.9% | -0.4% | +22.3% | +21.7% |
| 3M | +13.9% | +8.8% | +5.1% | +14.9% |
| 6M | +9.1% | +11.0% | -1.9% | +9.7% |
| YTD | -8.8% | +57.4% | -66.1% | -4.4% |
| 1Y | -10.2% | +87.9% | -98.1% | -5.9% |
| All | -10.2% | +89.5% | -99.8% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 1y: compounded portfolio wealth divided by compounded TRGP 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…
1y analysis · Full analysis span regression · 6 months rolling