-31.9%
ADSK vs TXG
+372.5%
-404.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.9% | -7.4% | -8.2% |
| 7D | -16.4% | +1.8% | -18.2% | -16.5% |
| 30D | -9.2% | +32.0% | -41.2% | -11.6% |
| 3M | -6.7% | +87.0% | -93.8% | -13.1% |
| 6M | -15.5% | +180.1% | -195.6% | -25.2% |
| YTD | -26.4% | +284.1% | -310.5% | -36.6% |
| 1Y | -31.9% | +361.7% | -393.6% | -42.7% |
| All | -31.9% | +372.5% | -404.4% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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