+376.4%
TTD vs ADSK
+208.2%
+168.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.3% | +2.3% |
| 7D | -0.6% | -2.5% | +1.9% | +1.5% |
| 30D | +6.3% | -14.9% | +21.2% | +20.7% |
| 3M | -24.1% | +3.3% | -27.4% | -28.2% |
| 6M | -47.4% | -15.7% | -31.8% | -41.0% |
| YTD | -62.2% | -28.2% | -34.0% | -51.6% |
| 1Y | -68.3% | -34.5% | -33.8% | -56.1% |
| 3Y | -83.4% | -2.9% | -80.5% | -84.4% |
| 5Y | -80.3% | -25.3% | -55.0% | -76.5% |
| All | +376.4% | +208.2% | +168.2% | +149.8% |
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 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