+537.0%
TDG vs CGNX
+193.6%
+343.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | +0.1% |
| 7D | -1.9% | +3.2% | -5.0% | -2.7% |
| 30D | -7.7% | +6.0% | -13.7% | -9.3% |
| 3M | -9.3% | +3.5% | -12.9% | -11.1% |
| 6M | -9.4% | +26.3% | -35.7% | -16.2% |
| YTD | -14.3% | +79.2% | -93.5% | -30.4% |
| 1Y | -11.8% | +43.8% | -55.6% | -24.3% |
| 3Y | +52.0% | +52.0% | 0.0% | +21.9% |
| 5Y | +128.8% | -24.0% | +152.9% | +123.8% |
| All | +537.0% | +193.6% | +343.4% | +312.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 10y: compounded portfolio wealth divided by compounded CGNX 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…
10y analysis · Full analysis span regression · 6 months rolling