-72.2%
TTD vs ADSK
-31.6%
-40.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.3% | +3.9% | +0.7% |
| 7D | +6.3% | -16.4% | +22.7% | +18.4% |
| 30D | -23.9% | -9.2% | -14.7% | -20.5% |
| 3M | -31.4% | -6.7% | -24.6% | -29.9% |
| 6M | -42.7% | -15.5% | -27.2% | -37.2% |
| YTD | -62.0% | -26.4% | -35.6% | -54.3% |
| 1Y | -72.2% | -31.9% | -40.3% | -65.1% |
| All | -72.2% | -31.6% | -40.6% | -65.1% |
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