+4,619.0%
ADSK vs TXT
+2,083.0%
+2,536.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.8% |
| 7D | -14.3% | -0.2% | -14.1% | -14.2% |
| 30D | -14.8% | -11.1% | -3.7% | -11.1% |
| 3M | -5.7% | -13.0% | +7.3% | -1.3% |
| 6M | -18.7% | -16.2% | -2.5% | -14.3% |
| YTD | -28.3% | -8.7% | -19.6% | -27.3% |
| 1Y | -35.1% | -3.8% | -31.3% | -35.6% |
| 3Y | -3.2% | +5.5% | -8.7% | -8.7% |
| 5Y | -26.7% | +12.3% | -39.0% | -32.4% |
| 10Y | +208.4% | +97.4% | +111.0% | +116.0% |
| All | +4,619.0% | +2,083.0% | +2,536.1% | +1,120.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling