-25.6%
ADSK vs TXT
+10.7%
-36.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.8% |
| 7D | -10.9% | -0.2% | -10.7% | -10.8% |
| 30D | -15.9% | -10.2% | -5.7% | -11.8% |
| 3M | -4.4% | -13.3% | +8.9% | +1.1% |
| 6M | -16.6% | -14.4% | -2.3% | -12.2% |
| YTD | -28.5% | -9.1% | -19.4% | -27.9% |
| 1Y | -34.6% | -2.2% | -32.5% | -37.1% |
| 3Y | -3.5% | +5.1% | -8.5% | -15.4% |
| 5Y | -25.6% | +12.8% | -38.4% | -39.6% |
| All | -25.6% | +10.7% | -36.3% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling