-51.9%
TSLL vs ADSK
-3.0%
-48.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.6% | +10.5% | +10.4% |
| 7D | +5.8% | -14.3% | +20.1% | +22.5% |
| 30D | +21.7% | -14.8% | +36.5% | +41.5% |
| 3M | -28.2% | -5.7% | -22.5% | -28.3% |
| 6M | -29.5% | -18.7% | -10.8% | -20.3% |
| YTD | -47.5% | -28.3% | -19.2% | -31.9% |
| 1Y | -20.8% | -35.1% | +14.3% | +16.8% |
| 3Y | -26.7% | -3.2% | -23.5% | -26.9% |
| All | -51.9% | -3.0% | -48.9% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling