+467.8%
ADSK vs TRGP
+2,246.2%
-1,778.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | -10.9% | -0.6% | -10.4% | -10.8% |
| 30D | -15.9% | +10.0% | -25.9% | -17.8% |
| 3M | -4.4% | +7.6% | -12.0% | -6.5% |
| 6M | -16.6% | +26.8% | -43.4% | -21.7% |
| YTD | -28.5% | +60.6% | -89.1% | -36.6% |
| 1Y | -34.6% | +82.5% | -117.1% | -44.0% |
| 3Y | -3.5% | +265.0% | -268.5% | -30.8% |
| 5Y | -25.6% | +645.9% | -671.5% | -55.1% |
| 10Y | +216.6% | +850.6% | -634.1% | +52.5% |
| All | +467.8% | +2,246.2% | -1,778.5% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling