-34.5%
ADSK vs TT
+6.6%
-41.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.5% |
| 7D | -2.5% | -1.2% | -1.3% | -2.8% |
| 30D | -14.9% | -7.3% | -7.6% | -16.5% |
| 3M | +3.3% | -3.6% | +6.9% | +2.2% |
| 6M | -15.7% | +2.8% | -18.5% | -16.1% |
| YTD | -28.2% | +14.5% | -42.7% | -28.8% |
| 1Y | -34.5% | +7.4% | -42.0% | -34.3% |
| All | -34.5% | +6.6% | -41.2% | -34.3% |
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