+214.2%
ADSK vs TT
+954.8%
-740.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.9% |
| 7D | -10.9% | -1.0% | -9.9% | -10.5% |
| 30D | -15.9% | -8.9% | -7.0% | -11.9% |
| 3M | -4.4% | -1.8% | -2.5% | -4.9% |
| 6M | -16.6% | +1.9% | -18.5% | -20.1% |
| YTD | -28.5% | +13.8% | -42.3% | -36.6% |
| 1Y | -34.6% | +6.1% | -40.8% | -39.9% |
| 3Y | -3.5% | +119.6% | -123.0% | -46.1% |
| 5Y | -25.6% | +145.9% | -171.5% | -62.3% |
| All | +214.2% | +954.8% | -740.6% | -40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling