-51.7%
TSLL vs ADSK
+18.9%
-70.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +2.0% |
| 7D | -11.0% | +3.1% | -14.1% | -14.2% |
| 30D | -5.3% | +10.5% | -15.8% | -15.5% |
| 3M | +20.8% | +1.6% | +19.2% | +15.6% |
| 6M | -36.0% | +6.4% | -42.4% | -45.6% |
| YTD | -47.3% | -12.1% | -35.2% | -45.2% |
| 1Y | -48.4% | -12.9% | -35.5% | -45.8% |
| 3Y | -5.4% | +23.5% | -29.0% | -27.9% |
| All | -51.7% | +18.9% | -70.6% | -61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling