-34.5%
ADSK vs TTMI
+155.3%
-189.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | +0.7% |
| 7D | -2.5% | +0.7% | -3.2% | -2.4% |
| 30D | -14.9% | -8.4% | -6.4% | -15.4% |
| 3M | +3.3% | -32.5% | +35.8% | +2.0% |
| 6M | -15.7% | +32.5% | -48.1% | -16.2% |
| YTD | -28.2% | +83.2% | -111.5% | -30.7% |
| 1Y | -34.5% | +161.7% | -196.2% | -40.2% |
| All | -34.5% | +155.3% | -189.9% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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