+46.6%
TEM vs CGNX
+42.4%
+4.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -1.3% |
| 7D | -8.7% | +3.2% | -11.8% | -9.9% |
| 30D | +8.1% | +6.0% | +2.1% | +4.7% |
| 3M | +19.0% | +3.5% | +15.5% | +15.5% |
| 6M | +12.0% | +26.3% | -14.3% | -2.4% |
| YTD | -0.1% | +79.2% | -79.3% | -33.9% |
| 1Y | -33.5% | +43.8% | -77.3% | -49.4% |
| All | +46.6% | +42.4% | +4.3% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling