-18.4%
TSLL vs ADSK
+28.8%
-47.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.8% | +11.4% | +10.8% |
| 7D | -21.2% | +4.9% | -26.1% | -24.8% |
| 30D | -13.3% | +11.3% | -24.6% | -22.3% |
| 3M | +15.4% | +7.9% | +7.4% | +5.5% |
| 6M | -34.2% | +7.7% | -41.9% | -43.6% |
| YTD | -52.9% | -11.6% | -41.3% | -48.4% |
| 1Y | -54.3% | -11.2% | -43.1% | -50.5% |
| 3Y | -18.4% | +29.6% | -47.9% | -36.2% |
| All | -18.4% | +28.8% | -47.2% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling