-2.9%
ADSK vs TRGP
+260.3%
-263.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.5% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | -14.9% | +8.0% | -22.9% | -16.0% |
| 3M | +3.3% | +8.3% | -4.9% | +1.5% |
| 6M | -15.7% | +23.9% | -39.6% | -19.6% |
| YTD | -28.2% | +59.6% | -87.9% | -35.5% |
| 1Y | -34.5% | +79.4% | -114.0% | -43.1% |
| 3Y | -2.9% | +269.4% | -272.3% | -22.1% |
| All | -2.9% | +260.3% | -263.2% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling