+1,927.1%
CGNX vs TMF
-68.9%
+1,996.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +3.6% | +1.0% | +2.6% | +3.7% |
| 30D | -6.8% | -1.8% | -5.0% | -7.0% |
| 3M | -0.1% | -8.2% | +8.1% | -1.3% |
| 6M | +26.2% | -19.5% | +45.7% | +22.2% |
| YTD | +73.7% | -16.0% | +89.6% | +69.1% |
| 1Y | +40.4% | -22.5% | +62.9% | +35.2% |
| 3Y | +46.1% | -42.3% | +88.4% | +36.7% |
| 5Y | -25.6% | -87.7% | +62.1% | -48.5% |
| 10Y | +171.3% | -86.5% | +257.8% | +116.1% |
| All | +1,927.1% | -68.9% | +1,996.0% | +2,182.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling