+13,957.4%
TSM vs ADSK
+1,722.1%
+12,235.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.0% | +3.3% |
| 7D | +6.0% | -14.3% | +20.4% | +12.0% |
| 30D | +4.5% | -14.8% | +19.3% | +10.2% |
| 3M | +3.1% | -5.7% | +8.8% | +3.1% |
| 6M | +30.2% | -18.7% | +48.9% | +36.6% |
| YTD | +45.2% | -28.3% | +73.5% | +58.6% |
| 1Y | +79.6% | -35.1% | +114.6% | +103.5% |
| 3Y | +411.0% | -3.2% | +414.2% | +393.3% |
| 5Y | +290.7% | -26.7% | +317.4% | +305.8% |
| 10Y | +1,753.6% | +208.4% | +1,545.2% | +966.6% |
| All | +13,957.4% | +1,722.1% | +12,235.3% | +3,228.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling