+1,779.8%
TSM vs ADSK
+222.2%
+1,557.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +1.0% | -2.5% | +3.5% | +2.0% |
| 30D | +1.0% | -14.9% | +15.8% | +6.9% |
| 3M | +2.9% | +3.3% | -0.4% | -0.9% |
| 6M | +22.8% | -15.7% | +38.5% | +27.5% |
| YTD | +43.3% | -28.2% | +71.5% | +58.4% |
| 1Y | +69.2% | -34.5% | +103.7% | +94.7% |
| 3Y | +404.5% | -2.9% | +407.4% | +380.7% |
| 5Y | +282.2% | -25.3% | +307.5% | +289.6% |
| All | +1,779.8% | +222.2% | +1,557.5% | +982.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling