+76.5%
TXN vs ADSK
-3.2%
+79.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.8% |
| 7D | +4.0% | -2.5% | +6.5% | +4.4% |
| 30D | -2.9% | -14.9% | +12.0% | -0.6% |
| 3M | -9.1% | +3.3% | -12.4% | -10.5% |
| 6M | +36.6% | -15.7% | +52.3% | +40.3% |
| YTD | +57.5% | -28.2% | +85.7% | +72.8% |
| 1Y | +49.5% | -34.5% | +84.1% | +71.6% |
| 3Y | +76.5% | -2.9% | +79.4% | +64.5% |
| All | +76.5% | -3.2% | +79.8% | +64.5% |
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 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