+72.6%
TEL vs ADSK
-3.2%
+75.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.5% |
| 7D | +1.6% | -2.5% | +4.1% | +2.2% |
| 30D | -0.7% | -14.9% | +14.2% | +2.9% |
| 3M | +2.4% | +3.3% | -0.9% | +0.3% |
| 6M | +4.1% | -15.7% | +19.8% | +7.4% |
| YTD | -5.8% | -28.2% | +22.4% | +3.0% |
| 1Y | +0.9% | -34.5% | +35.4% | +14.6% |
| 3Y | +72.6% | -2.9% | +75.5% | +62.9% |
| All | +72.6% | -3.2% | +75.8% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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