+23.8%
ADSK vs TSLQ
-97.2%
+121.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +2.6% |
| 7D | -10.9% | +5.7% | -16.6% | -10.3% |
| 30D | -15.9% | -21.1% | +5.2% | -17.3% |
| 3M | -4.4% | -11.5% | +7.1% | -4.3% |
| 6M | -16.6% | -14.9% | -1.7% | -16.2% |
| YTD | -28.5% | +2.4% | -30.9% | -26.2% |
| 1Y | -34.6% | -49.8% | +15.1% | -36.9% |
| 3Y | -3.5% | -95.8% | +92.4% | -19.2% |
| All | +23.8% | -97.2% | +121.0% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling