-68.3%
TTD vs ADSK
-34.7%
-33.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.3% | +2.4% |
| 7D | -0.6% | -2.5% | +1.9% | +0.9% |
| 30D | +6.3% | -14.9% | +21.2% | +16.6% |
| 3M | -24.1% | +3.3% | -27.4% | -28.4% |
| 6M | -47.4% | -15.7% | -31.8% | -42.6% |
| YTD | -62.2% | -28.2% | -34.0% | -53.8% |
| 1Y | -68.3% | -34.5% | -33.8% | -58.9% |
| All | -68.3% | -34.7% | -33.6% | -58.9% |
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