-10.4%
TSCO vs ADSK
-25.3%
+14.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -5.7% | -2.5% | -3.1% | -5.0% |
| 30D | -8.8% | -14.9% | +6.1% | -5.0% |
| 3M | +6.3% | +3.3% | +3.0% | +4.5% |
| 6M | -32.3% | -15.7% | -16.6% | -29.9% |
| YTD | -32.7% | -28.2% | -4.5% | -27.3% |
| 1Y | -43.7% | -34.5% | -9.1% | -37.5% |
| 3Y | -19.7% | -2.9% | -16.8% | -22.8% |
| All | -10.4% | -25.3% | +14.9% | -17.1% |
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 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