+33.5%
CGNX vs TMF
-23.9%
+57.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.5% | -11.1% | -9.5% |
| 7D | -9.2% | +4.0% | -13.2% | -10.6% |
| 30D | -17.6% | +19.5% | -37.0% | -24.5% |
| 3M | -25.7% | -3.5% | -22.2% | -23.7% |
| 6M | -5.5% | -10.6% | +5.1% | +1.1% |
| YTD | +48.1% | -17.1% | +65.2% | +70.2% |
| 1Y | +33.5% | -24.3% | +57.8% | +53.2% |
| All | +33.5% | -23.9% | +57.4% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling