+419.8%
TXN vs ADSK
+222.2%
+197.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.7% |
| 7D | +4.0% | -2.5% | +6.5% | +4.9% |
| 30D | -2.9% | -14.9% | +12.0% | +2.7% |
| 3M | -9.1% | +3.3% | -12.4% | -12.1% |
| 6M | +36.6% | -15.7% | +52.3% | +40.7% |
| YTD | +57.5% | -28.2% | +85.7% | +72.5% |
| 1Y | +49.5% | -34.5% | +84.1% | +70.9% |
| 3Y | +76.5% | -2.9% | +79.4% | +65.2% |
| 5Y | +62.4% | -25.3% | +87.7% | +62.8% |
| All | +419.8% | +222.2% | +197.6% | +184.6% |
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