+277.6%
TSM vs ADSK
-26.7%
+304.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.6% |
| 7D | +2.6% | -10.9% | +13.6% | +6.9% |
| 30D | +1.4% | -15.9% | +17.3% | +7.7% |
| 3M | +5.0% | -4.4% | +9.3% | +4.2% |
| 6M | +24.0% | -16.6% | +40.6% | +29.6% |
| YTD | +41.6% | -28.5% | +70.1% | +58.1% |
| 1Y | +66.2% | -34.6% | +100.8% | +93.9% |
| 3Y | +398.2% | -3.5% | +401.7% | +369.9% |
| 5Y | +277.6% | -25.6% | +303.2% | +253.1% |
| All | +277.6% | -26.7% | +304.3% | +253.1% |
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 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