-16.7%
TLN vs CGNX
+42.4%
-59.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +2.9% |
| 7D | +7.1% | +3.0% | +4.1% | +6.0% |
| 30D | -3.9% | -11.8% | +7.9% | +0.3% |
| 3M | -16.2% | -3.6% | -12.5% | -15.8% |
| 6M | -5.8% | +17.4% | -23.2% | -11.0% |
| YTD | -15.4% | +73.7% | -89.2% | -31.7% |
| 1Y | -16.7% | +41.5% | -58.2% | -28.2% |
| All | -16.7% | +42.4% | -59.1% | -28.2% |
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