+52.0%
CGNX vs TW
+19.1%
+32.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.1% | +4.1% |
| 7D | +3.2% | -4.5% | +7.6% | +3.1% |
| 30D | +6.0% | -2.3% | +8.3% | +6.0% |
| 3M | +3.5% | +2.6% | +0.9% | +3.0% |
| 6M | +26.3% | -17.5% | +43.8% | +27.5% |
| YTD | +79.2% | -5.3% | +84.6% | +79.3% |
| 1Y | +43.8% | -14.8% | +58.6% | +44.6% |
| 3Y | +52.0% | +18.8% | +33.1% | +46.0% |
| All | +52.0% | +19.1% | +32.9% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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