+185.8%
CGNX vs TCOM
-9.8%
+195.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.9% |
| 7D | +3.2% | -4.9% | +8.1% | +4.3% |
| 30D | +6.0% | -14.4% | +20.4% | +9.6% |
| 3M | +3.5% | -17.7% | +21.2% | +7.5% |
| 6M | +26.3% | -25.1% | +51.4% | +33.9% |
| YTD | +79.2% | -45.7% | +125.0% | +103.2% |
| 1Y | +43.8% | -47.9% | +91.7% | +64.7% |
| 3Y | +52.0% | +8.9% | +43.0% | +38.2% |
| 5Y | -24.0% | +26.9% | -50.9% | -38.1% |
| All | +185.8% | -9.8% | +195.6% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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