+4,745.6%
ADSK vs TT
+16,138.6%
-11,393.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.8% | -9.1% | -8.6% |
| 7D | -16.4% | 0.0% | -16.4% | -16.4% |
| 30D | -9.2% | -7.2% | -2.1% | -6.4% |
| 3M | -6.7% | -3.0% | -3.8% | -6.6% |
| 6M | -15.5% | +1.4% | -16.9% | -18.0% |
| YTD | -26.4% | +15.9% | -42.3% | -33.3% |
| 1Y | -31.9% | +9.4% | -41.3% | -36.8% |
| 3Y | -1.0% | +124.4% | -125.3% | -35.0% |
| 5Y | -24.5% | +138.0% | -162.5% | -51.7% |
| 10Y | +220.4% | +886.4% | -666.0% | +9.4% |
| All | +4,745.6% | +16,138.6% | -11,393.1% | +428.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling