+215.4%
ADSK vs TSN
-4.9%
+220.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | -2.5% | +3.0% | -5.6% | -3.4% |
| 30D | -14.9% | -4.2% | -10.7% | -14.0% |
| 3M | +3.3% | -3.9% | +7.2% | +4.3% |
| 6M | -15.7% | -9.8% | -5.8% | -13.8% |
| YTD | -28.2% | -7.3% | -21.0% | -27.3% |
| 1Y | -34.5% | -2.2% | -32.3% | -34.9% |
| 3Y | -2.9% | +11.9% | -14.8% | -9.1% |
| 5Y | -25.3% | -16.9% | -8.4% | -23.5% |
| All | +215.4% | -4.9% | +220.3% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling