-21.2%
TSLL vs ADSK
-36.8%
+15.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.1% |
| 7D | +5.1% | -14.5% | +19.6% | +7.1% |
| 30D | +20.0% | -19.3% | +39.3% | +22.6% |
| 3M | -23.8% | -7.8% | -16.0% | -20.8% |
| 6M | -30.3% | -20.8% | -9.5% | -23.4% |
| YTD | -47.7% | -30.2% | -17.5% | -36.1% |
| 1Y | -21.2% | -36.5% | +15.3% | +4.5% |
| All | -21.2% | -36.8% | +15.6% | +4.5% |
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