-48.4%
TSLL vs ADSK
-12.5%
-35.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +0.9% |
| 7D | -11.0% | +3.1% | -14.1% | -11.1% |
| 30D | -5.3% | +10.5% | -15.8% | -5.7% |
| 3M | +20.8% | +1.6% | +19.2% | +20.5% |
| 6M | -36.0% | +6.4% | -42.4% | -32.9% |
| YTD | -47.3% | -12.1% | -35.2% | -40.0% |
| 1Y | -48.4% | -12.9% | -35.5% | -41.4% |
| All | -48.4% | -12.5% | -35.9% | -41.4% |
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 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