-83.9%
TTD vs ADSK
-3.6%
-80.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.9% |
| 7D | -7.4% | -10.9% | +3.5% | -0.4% |
| 30D | +3.0% | -15.9% | +18.9% | +14.7% |
| 3M | -27.6% | -4.4% | -23.2% | -27.2% |
| 6M | -49.5% | -16.6% | -32.9% | -44.1% |
| YTD | -63.2% | -28.5% | -34.7% | -54.8% |
| 1Y | -69.7% | -34.6% | -35.1% | -60.6% |
| All | -83.9% | -3.6% | -80.3% | -84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling