+1,927.8%
CGNX vs TMF
-68.9%
+1,996.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.5% |
| 7D | +3.0% | -1.4% | +4.4% | +2.7% |
| 30D | -11.8% | -2.8% | -9.0% | -12.1% |
| 3M | -3.6% | -10.9% | +7.3% | -5.2% |
| 6M | +17.4% | -21.3% | +38.7% | +13.2% |
| YTD | +73.7% | -15.9% | +89.6% | +69.1% |
| 1Y | +41.5% | -15.7% | +57.3% | +38.1% |
| 3Y | +34.1% | -43.4% | +77.5% | +25.0% |
| 5Y | -27.3% | -87.8% | +60.5% | -49.7% |
| 10Y | +166.6% | -86.7% | +253.4% | +111.5% |
| All | +1,927.8% | -68.9% | +1,996.6% | +2,183.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling