+36.0%
TSM vs ADSK
-10.6%
+46.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.0% | -9.3% | -1.2% |
| 7D | -10.0% | +11.4% | -21.4% | -8.4% |
| 30D | -18.5% | +21.9% | -40.4% | -16.2% |
| 3M | -4.9% | +13.9% | -18.7% | -2.3% |
| 6M | -1.0% | +9.1% | -10.1% | +3.9% |
| YTD | +31.3% | -8.8% | +40.0% | +43.7% |
| 1Y | +36.0% | -10.2% | +46.2% | +49.1% |
| All | +36.0% | -10.6% | +46.7% | +49.1% |
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