-34.5%
ADSK vs TW
-14.2%
-20.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -2.5% | -4.5% | +2.0% | -1.2% |
| 30D | -14.9% | -2.3% | -12.6% | -14.3% |
| 3M | +3.3% | +2.6% | +0.7% | +2.8% |
| 6M | -15.7% | -17.5% | +1.9% | -11.4% |
| YTD | -28.2% | -5.3% | -22.9% | -26.2% |
| 1Y | -34.5% | -14.8% | -19.8% | -34.1% |
| All | -34.5% | -14.2% | -20.3% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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