+365.8%
TTD vs ADSK
+208.0%
+157.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -0.6% |
| 7D | +1.7% | -14.3% | +16.1% | +15.4% |
| 30D | +1.6% | -14.8% | +16.4% | +15.1% |
| 3M | -27.8% | -5.7% | -22.1% | -26.3% |
| 6M | -52.1% | -18.7% | -33.4% | -44.5% |
| YTD | -63.1% | -28.3% | -34.8% | -52.6% |
| 1Y | -73.1% | -35.1% | -38.0% | -62.4% |
| 3Y | -83.3% | -3.2% | -80.1% | -84.2% |
| 5Y | -80.6% | -26.7% | -53.9% | -76.5% |
| All | +365.8% | +208.0% | +157.8% | +144.5% |
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