+43,572.7%
TJX vs ADSK
+4,774.6%
+38,798.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -4.6% | -2.5% | -2.1% | -4.2% |
| 30D | -17.2% | -14.9% | -2.3% | -15.0% |
| 3M | -24.9% | +3.3% | -28.2% | -25.6% |
| 6M | -19.7% | -15.7% | -4.0% | -17.9% |
| YTD | -17.2% | -28.2% | +11.0% | -13.3% |
| 1Y | -9.4% | -34.5% | +25.1% | -3.6% |
| 3Y | +43.1% | -2.9% | +46.0% | +40.4% |
| 5Y | +96.7% | -25.3% | +122.0% | +98.2% |
| 10Y | +287.7% | +217.8% | +70.0% | +200.2% |
| All | +43,572.7% | +4,774.6% | +38,798.1% | +18,371.1% |
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