+12,099.4%
CGNX vs TAP
+778.9%
+11,320.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +3.2% | -5.1% | +8.3% | +4.4% |
| 30D | -3.7% | -8.4% | +4.7% | -2.0% |
| 3M | +1.0% | -3.9% | +5.0% | +1.3% |
| 6M | +22.1% | -14.4% | +36.5% | +25.4% |
| YTD | +72.7% | -14.7% | +87.4% | +77.4% |
| 1Y | +40.4% | -18.7% | +59.1% | +45.3% |
| 3Y | +45.2% | -32.6% | +77.9% | +55.2% |
| 5Y | -26.7% | -1.4% | -25.3% | -29.2% |
| 10Y | +178.5% | -50.4% | +228.9% | +201.6% |
| All | +12,099.4% | +778.9% | +11,320.5% | +7,143.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling