+36.4%
ADSK vs TXG
+27.0%
+9.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -3.0% | -0.4% |
| 7D | -2.5% | +9.5% | -12.0% | -4.5% |
| 30D | -14.9% | +18.8% | -33.6% | -18.3% |
| 3M | +3.3% | +136.1% | -132.8% | -16.5% |
| 6M | -15.7% | +235.2% | -250.9% | -38.1% |
| YTD | -28.2% | +320.5% | -348.8% | -50.4% |
| 1Y | -34.5% | +425.2% | -459.7% | -58.0% |
| 3Y | -2.9% | +42.9% | -45.8% | -20.1% |
| 5Y | -25.3% | -62.8% | +37.5% | -21.3% |
| All | +36.4% | +27.0% | +9.4% | +3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling