-11.8%
TDG vs CGNX
+45.2%
-57.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | +1.0% |
| 7D | -1.9% | +3.2% | -5.0% | -2.0% |
| 30D | -7.7% | +6.0% | -13.7% | -8.0% |
| 3M | -9.3% | +3.5% | -12.9% | -9.6% |
| 6M | -9.4% | +26.3% | -35.7% | -10.3% |
| YTD | -14.3% | +79.2% | -93.5% | -16.6% |
| 1Y | -11.8% | +43.8% | -55.6% | -13.0% |
| All | -11.8% | +45.2% | -57.0% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling