-31.9%
ADSK vs TT
+10.3%
-42.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.6% | -8.9% | -8.1% |
| 7D | -16.4% | -0.2% | -16.2% | -16.4% |
| 30D | -9.2% | -7.4% | -1.8% | -10.9% |
| 3M | -6.7% | -3.2% | -3.5% | -7.5% |
| 6M | -15.5% | +1.1% | -16.6% | -15.8% |
| YTD | -26.4% | +15.6% | -42.0% | -26.8% |
| 1Y | -31.9% | +9.2% | -41.1% | -31.4% |
| All | -31.9% | +10.3% | -42.2% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling