+668.7%
TEL vs ADSK
+359.5%
+309.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -1.0% |
| 7D | -2.3% | -10.9% | +8.6% | +2.4% |
| 30D | -6.1% | -15.9% | +9.8% | +0.4% |
| 3M | +1.7% | -4.4% | +6.1% | +1.8% |
| 6M | +1.6% | -16.6% | +18.3% | +6.5% |
| YTD | -9.1% | -28.5% | +19.4% | +1.0% |
| 1Y | -1.7% | -34.6% | +33.0% | +13.6% |
| 3Y | +67.3% | -3.5% | +70.8% | +59.1% |
| 5Y | +52.1% | -25.6% | +77.7% | +55.2% |
| 10Y | +299.3% | +216.6% | +82.7% | +94.3% |
| All | +668.7% | +359.5% | +309.2% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling