-2.9%
ADSK vs TSN
+13.0%
-15.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | -2.5% | +3.0% | -5.6% | -2.9% |
| 30D | -14.9% | -4.2% | -10.7% | -14.5% |
| 3M | +3.3% | -3.9% | +7.2% | +3.9% |
| 6M | -15.7% | -9.8% | -5.8% | -14.9% |
| YTD | -28.2% | -7.3% | -21.0% | -27.8% |
| 1Y | -34.5% | -2.2% | -32.3% | -34.7% |
| 3Y | -2.9% | +11.9% | -14.8% | -12.1% |
| All | -2.9% | +13.0% | -15.9% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling