-2.9%
ADSK vs TSLQ
-95.6%
+92.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.3% |
| 7D | -2.5% | -6.6% | +4.1% | -3.0% |
| 30D | -14.9% | -24.3% | +9.4% | -16.2% |
| 3M | +3.3% | -3.6% | +6.9% | +4.2% |
| 6M | -15.7% | -12.0% | -3.7% | -15.1% |
| YTD | -28.2% | +1.4% | -29.6% | -26.4% |
| 1Y | -34.5% | -43.6% | +9.0% | -35.6% |
| 3Y | -2.9% | -95.4% | +92.5% | -5.7% |
| All | -2.9% | -95.6% | +92.7% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling