+3,372.2%
ADSK vs TRMB
+3,260.0%
+112.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.0% |
| 7D | -14.5% | -2.9% | -11.6% | -13.8% |
| 30D | -19.3% | -1.8% | -17.5% | -18.8% |
| 3M | -7.8% | +8.4% | -16.2% | -9.6% |
| 6M | -20.8% | -18.5% | -2.2% | -16.1% |
| YTD | -30.2% | -26.7% | -3.5% | -24.0% |
| 1Y | -36.5% | -28.3% | -8.2% | -30.5% |
| 3Y | -5.7% | +12.6% | -18.3% | -9.4% |
| 5Y | -28.2% | -38.7% | +10.5% | -18.7% |
| 10Y | +209.1% | +120.8% | +88.4% | +156.2% |
| All | +3,372.2% | +3,260.0% | +112.2% | +1,203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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