-2.9%
ADSK vs TXT
+7.0%
-9.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.1% |
| 7D | -2.5% | +2.5% | -5.0% | -3.0% |
| 30D | -14.9% | -8.9% | -6.0% | -13.2% |
| 3M | +3.3% | -13.6% | +16.9% | +6.3% |
| 6M | -15.7% | -13.1% | -2.6% | -13.7% |
| YTD | -28.2% | -7.0% | -21.2% | -28.8% |
| 1Y | -34.5% | -1.4% | -33.2% | -36.7% |
| 3Y | -2.9% | +7.0% | -9.9% | -11.3% |
| All | -2.9% | +7.0% | -9.9% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 3y: compounded portfolio wealth divided by compounded TXT 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…
3y analysis · Full analysis span regression · 6 months rolling