+2,618.9%
TFC vs ADSK
+4,642.0%
-2,023.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.3% |
| 7D | -1.3% | -14.5% | +13.2% | +1.8% |
| 30D | -2.3% | -19.3% | +17.0% | +1.8% |
| 3M | +2.5% | -7.8% | +10.3% | +3.5% |
| 6M | +9.5% | -20.8% | +30.2% | +13.5% |
| YTD | +5.1% | -30.2% | +35.3% | +11.4% |
| 1Y | +15.5% | -36.5% | +51.9% | +24.8% |
| 3Y | +95.2% | -5.7% | +100.9% | +93.6% |
| 5Y | +14.5% | -28.2% | +42.7% | +17.4% |
| 10Y | +97.2% | +209.1% | -111.9% | +49.8% |
| All | +2,618.9% | +4,642.0% | -2,023.1% | +1,320.2% |
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