+56.5%
TEL vs ADSK
-25.3%
+81.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.5% |
| 7D | +1.6% | -2.5% | +4.1% | +2.5% |
| 30D | -0.7% | -14.9% | +14.2% | +4.5% |
| 3M | +2.4% | +3.3% | -0.9% | -0.2% |
| 6M | +4.1% | -15.7% | +19.8% | +8.1% |
| YTD | -5.8% | -28.2% | +22.4% | +3.9% |
| 1Y | +0.9% | -34.5% | +35.4% | +15.7% |
| 3Y | +72.6% | -2.9% | +75.5% | +63.0% |
| All | +56.5% | -25.3% | +81.9% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling