+3,277.1%
ADSK vs TTMI
+508.4%
+2,768.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | -0.3% |
| 7D | -2.5% | +0.7% | -3.2% | -2.7% |
| 30D | -14.9% | -8.4% | -6.4% | -14.0% |
| 3M | +3.3% | -32.5% | +35.8% | +8.3% |
| 6M | -15.7% | +32.5% | -48.1% | -25.2% |
| YTD | -28.2% | +83.2% | -111.5% | -41.7% |
| 1Y | -34.5% | +161.7% | -196.2% | -51.6% |
| 3Y | -2.9% | +890.1% | -893.0% | -48.0% |
| 5Y | -25.3% | +832.4% | -857.8% | -60.1% |
| 10Y | +217.8% | +1,115.8% | -898.0% | +55.8% |
| All | +3,277.1% | +508.4% | +2,768.7% | +1,153.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling