+14.0%
TFC vs ADSK
-25.3%
+39.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | -2.4% | -2.5% | +0.1% | -1.7% |
| 30D | -3.4% | -14.9% | +11.5% | +1.0% |
| 3M | +0.4% | +3.3% | -2.9% | -1.8% |
| 6M | +12.7% | -15.7% | +28.3% | +16.6% |
| YTD | +5.6% | -28.2% | +33.8% | +15.1% |
| 1Y | +16.0% | -34.5% | +50.6% | +30.8% |
| 3Y | +94.0% | -2.9% | +96.9% | +87.1% |
| All | +14.0% | -25.3% | +39.4% | +5.6% |
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