+25.8%
TMO vs ADSK
-31.6%
+57.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.3% | +7.5% | +1.4% |
| 7D | -1.4% | -16.4% | +15.1% | +3.3% |
| 30D | +6.2% | -9.2% | +15.4% | +8.6% |
| 3M | +27.5% | -6.7% | +34.2% | +28.8% |
| 6M | +20.0% | -15.5% | +35.5% | +24.0% |
| YTD | +6.1% | -26.4% | +32.5% | +12.1% |
| 1Y | +25.8% | -31.9% | +57.7% | +33.2% |
| All | +25.8% | -31.6% | +57.5% | +33.2% |
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 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