-20.8%
ADSK vs TTMI
+43.8%
-64.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.3% | -3.4% |
| 7D | -14.5% | +7.5% | -22.0% | -13.1% |
| 30D | -19.3% | -4.5% | -14.8% | -19.6% |
| 3M | -7.8% | -28.5% | +20.7% | -10.8% |
| 6M | -20.8% | +28.4% | -49.1% | -19.1% |
| All | -20.8% | +43.8% | -64.5% | -19.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling