+4,494.7%
ADSK vs TSN
+896.6%
+3,598.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.4% |
| 7D | -14.5% | -7.3% | -7.2% | -13.0% |
| 30D | -19.3% | -8.6% | -10.7% | -17.6% |
| 3M | -7.8% | -7.5% | -0.3% | -6.1% |
| 6M | -20.8% | -14.1% | -6.6% | -18.2% |
| YTD | -30.2% | -9.4% | -20.8% | -28.9% |
| 1Y | -36.5% | -4.1% | -32.4% | -36.3% |
| 3Y | -5.7% | +10.3% | -16.1% | -10.0% |
| 5Y | -28.2% | -19.7% | -8.5% | -26.4% |
| 10Y | +209.1% | -7.0% | +216.1% | +194.4% |
| All | +4,494.7% | +896.6% | +3,598.1% | +1,785.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling