+2,628.6%
TFC vs CGNX
+12,360.6%
-9,732.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | -2.5% | +1.5% | -4.0% | -2.7% |
| 30D | -2.8% | -1.8% | -1.0% | -2.7% |
| 3M | +2.1% | +5.3% | -3.1% | +0.6% |
| 6M | +10.1% | +22.3% | -12.2% | +5.3% |
| YTD | +5.4% | +72.2% | -66.7% | -6.6% |
| 1Y | +16.3% | +39.8% | -23.5% | +6.4% |
| 3Y | +95.9% | +44.8% | +51.0% | +75.1% |
| 5Y | +16.0% | -27.0% | +43.0% | +14.4% |
| 10Y | +97.9% | +177.7% | -79.8% | +55.7% |
| All | +2,628.6% | +12,360.6% | -9,732.0% | +1,278.3% |
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 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