-23.4%
TSLL vs ADSK
-31.6%
+8.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -8.3% | -3.6% | -10.7% |
| 7D | +1.9% | -16.4% | +18.3% | +3.9% |
| 30D | +17.8% | -9.2% | +27.0% | +20.0% |
| 3M | -37.0% | -6.7% | -30.3% | -34.1% |
| 6M | -37.7% | -15.5% | -22.2% | -32.2% |
| YTD | -51.4% | -26.4% | -25.0% | -40.4% |
| 1Y | -23.4% | -31.9% | +8.5% | +3.9% |
| All | -23.4% | -31.6% | +8.2% | +3.9% |
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