+185.8%
CGNX vs TAP
-49.9%
+235.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +3.7% |
| 7D | +3.2% | -3.9% | +7.0% | +4.3% |
| 30D | +6.0% | -5.3% | +11.3% | +7.4% |
| 3M | +3.5% | -3.8% | +7.3% | +3.9% |
| 6M | +26.3% | -11.4% | +37.7% | +29.6% |
| YTD | +79.2% | -13.7% | +93.0% | +85.4% |
| 1Y | +43.8% | -17.2% | +61.0% | +50.1% |
| 3Y | +52.0% | -33.1% | +85.0% | +67.3% |
| 5Y | -24.0% | +0.8% | -24.8% | -29.9% |
| All | +185.8% | -49.9% | +235.7% | +217.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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