-10.2%
ADSK vs TSLQ
-17.8%
+7.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.4% | +0.6% | +7.1% |
| 7D | +11.4% | +9.8% | +1.6% | +11.5% |
| 30D | +21.9% | -6.0% | +27.9% | +21.8% |
| 3M | +13.9% | -35.0% | +48.9% | +13.9% |
| 6M | +9.1% | -24.9% | +34.1% | +7.7% |
| YTD | -8.8% | -12.7% | +3.9% | -8.3% |
| 1Y | -10.2% | -21.0% | +10.8% | -9.9% |
| All | -10.2% | -17.8% | +7.6% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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