+43.8%
CGNX vs TXT
0.0%
+43.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.3% | +1.8% | +2.6% |
| 7D | +3.2% | +2.5% | +0.7% | +1.5% |
| 30D | +6.0% | -8.9% | +14.9% | +12.8% |
| 3M | +3.5% | -13.6% | +17.1% | +13.6% |
| 6M | +26.3% | -13.1% | +39.4% | +37.4% |
| YTD | +79.2% | -7.0% | +86.3% | +87.2% |
| 1Y | +43.8% | -1.4% | +45.2% | +44.1% |
| All | +43.8% | 0.0% | +43.8% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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