+13,634.3%
TSM vs ADSK
+1,771.0%
+11,863.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -8.3% | +11.1% | +5.9% |
| 7D | +2.7% | -16.4% | +19.1% | +9.5% |
| 30D | +3.6% | -9.2% | +12.8% | +6.8% |
| 3M | -3.4% | -6.7% | +3.4% | -2.9% |
| 6M | +20.6% | -15.5% | +36.1% | +24.8% |
| YTD | +41.9% | -26.4% | +68.3% | +53.5% |
| 1Y | +84.4% | -31.9% | +116.3% | +105.4% |
| 3Y | +380.2% | -1.0% | +381.2% | +359.8% |
| 5Y | +275.3% | -24.5% | +299.9% | +285.7% |
| 10Y | +1,751.4% | +220.4% | +1,531.0% | +950.9% |
| All | +13,634.3% | +1,771.0% | +11,863.4% | +3,121.8% |
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