+28.7%
ADSK vs TW
+206.7%
-178.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | -2.5% | -4.5% | +2.0% | -0.8% |
| 30D | -14.9% | -2.3% | -12.6% | -14.2% |
| 3M | +3.3% | +2.6% | +0.7% | +1.9% |
| 6M | -15.7% | -17.5% | +1.9% | -9.6% |
| YTD | -28.2% | -5.3% | -22.9% | -27.4% |
| 1Y | -34.5% | -14.8% | -19.8% | -31.1% |
| 3Y | -2.9% | +18.8% | -21.7% | -14.0% |
| 5Y | -25.3% | +20.7% | -46.0% | -36.1% |
| All | +28.7% | +206.7% | -178.0% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling