-17.3%
TEM vs CGNX
+42.4%
-59.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.5% |
| 7D | +0.9% | +3.0% | -2.1% | +0.4% |
| 30D | +38.4% | -11.8% | +50.2% | +41.6% |
| 3M | +23.7% | -3.6% | +27.3% | +23.8% |
| 6M | +26.0% | +17.4% | +8.6% | +20.7% |
| YTD | +9.4% | +73.7% | -64.3% | -9.0% |
| 1Y | -17.3% | +41.5% | -58.8% | -26.7% |
| All | -17.3% | +42.4% | -59.7% | -26.7% |
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