+124.3%
TDG vs CGNX
-25.4%
+149.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | +0.4% |
| 7D | -1.9% | +3.2% | -5.0% | -2.5% |
| 30D | -7.7% | +6.0% | -13.7% | -8.9% |
| 3M | -9.3% | +3.5% | -12.9% | -10.6% |
| 6M | -9.4% | +26.3% | -35.7% | -14.4% |
| YTD | -14.3% | +79.2% | -93.5% | -26.6% |
| 1Y | -11.8% | +43.8% | -55.6% | -21.0% |
| 3Y | +52.0% | +52.0% | 0.0% | +28.4% |
| All | +124.3% | -25.4% | +149.7% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling