+1,103.3%
CGNX vs TKO
+1,400.2%
-297.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +4.0% |
| 7D | +3.2% | +2.3% | +0.9% | +2.6% |
| 30D | +6.0% | -2.5% | +8.5% | +6.4% |
| 3M | +3.5% | -10.6% | +14.1% | +5.6% |
| 6M | +26.3% | -5.1% | +31.3% | +26.7% |
| YTD | +79.2% | -8.2% | +87.5% | +79.9% |
| 1Y | +43.8% | -4.4% | +48.2% | +42.6% |
| 3Y | +52.0% | +100.4% | -48.4% | +23.0% |
| 5Y | -24.0% | +294.3% | -318.3% | -48.8% |
| 10Y | +189.1% | +983.2% | -794.1% | +42.9% |
| All | +1,103.3% | +1,400.2% | -297.0% | +275.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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