-5.5%
ADSK vs TT
+120.7%
-126.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.6% |
| 7D | -14.5% | +1.4% | -15.9% | -14.7% |
| 30D | -19.3% | -6.7% | -12.7% | -18.4% |
| 3M | -7.8% | -5.4% | -2.4% | -7.4% |
| 6M | -20.8% | +4.4% | -25.1% | -23.2% |
| YTD | -30.2% | +14.9% | -45.1% | -35.1% |
| 1Y | -36.5% | +9.3% | -45.7% | -39.9% |
| All | -5.5% | +120.7% | -126.2% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling