-6.4%
TLT vs ADSK
-34.7%
+28.3%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -1.6% | -2.5% | +0.9% | -1.6% |
| 30D | -1.1% | -14.9% | +13.7% | -0.9% |
| 3M | -4.9% | +3.3% | -8.2% | -4.9% |
| 6M | -5.0% | -15.7% | +10.6% | -4.9% |
| YTD | -4.4% | -28.2% | +23.9% | -4.1% |
| 1Y | -6.4% | -34.5% | +28.2% | -6.9% |
| All | -6.4% | -34.7% | +28.3% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling