+35.9%
ADSK vs TXG
+22.9%
+13.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.7% |
| 7D | -10.9% | +5.0% | -15.9% | -11.9% |
| 30D | -15.9% | +13.5% | -29.4% | -18.5% |
| 3M | -4.4% | +128.0% | -132.4% | -22.1% |
| 6M | -16.6% | +224.4% | -241.1% | -38.3% |
| YTD | -28.5% | +307.0% | -335.5% | -50.3% |
| 1Y | -34.6% | +427.2% | -461.9% | -58.2% |
| 3Y | -3.5% | +40.2% | -43.6% | -20.3% |
| 5Y | -25.6% | -64.0% | +38.4% | -21.0% |
| All | +35.9% | +22.9% | +13.0% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling