-46.0%
TSLL vs ADSK
-10.6%
-35.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +7.0% | -13.4% | -6.4% |
| 7D | -9.4% | +11.4% | -20.9% | -9.6% |
| 30D | +1.6% | +21.9% | -20.3% | +0.6% |
| 3M | +29.4% | +13.9% | +15.5% | +29.8% |
| 6M | -20.1% | +9.1% | -29.3% | -16.1% |
| YTD | -44.5% | -8.8% | -35.7% | -35.8% |
| 1Y | -46.0% | -10.2% | -35.8% | -36.7% |
| All | -46.0% | -10.6% | -35.4% | -36.7% |
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