+52.0%
CGNX vs TCOM
+8.0%
+43.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +4.0% |
| 7D | +3.2% | -4.9% | +8.1% | +3.8% |
| 30D | +6.0% | -14.4% | +20.4% | +7.9% |
| 3M | +3.5% | -17.7% | +21.2% | +5.7% |
| 6M | +26.3% | -25.1% | +51.4% | +30.6% |
| YTD | +79.2% | -45.7% | +125.0% | +94.7% |
| 1Y | +43.8% | -47.9% | +91.7% | +57.5% |
| 3Y | +52.0% | +8.9% | +43.0% | +45.9% |
| All | +52.0% | +8.0% | +43.9% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling