-55.4%
TSLL vs ADSK
-0.4%
-55.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -8.3% | -3.6% | -3.9% |
| 7D | +1.9% | -16.4% | +18.3% | +21.2% |
| 30D | +17.8% | -9.2% | +27.0% | +29.2% |
| 3M | -37.0% | -6.7% | -30.3% | -35.9% |
| 6M | -37.7% | -15.5% | -22.2% | -32.2% |
| YTD | -51.4% | -26.4% | -25.0% | -38.3% |
| 1Y | -23.4% | -31.9% | +8.5% | +7.5% |
| 3Y | -30.8% | -1.0% | -29.8% | -32.3% |
| All | -55.4% | -0.4% | -55.0% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling