-24.5%
ADSK vs TTMI
+830.4%
-854.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | 0.0% |
| 7D | -2.5% | +0.7% | -3.2% | -2.6% |
| 30D | -14.9% | -8.4% | -6.4% | -14.2% |
| 3M | +3.3% | -32.5% | +35.8% | +7.5% |
| 6M | -15.7% | +32.5% | -48.1% | -25.2% |
| YTD | -28.2% | +83.2% | -111.5% | -42.8% |
| 1Y | -34.5% | +161.7% | -196.2% | -54.2% |
| 3Y | -2.9% | +890.1% | -893.0% | -60.0% |
| All | -24.5% | +830.4% | -854.9% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling