+572.6%
TLN vs CGNX
+17.6%
+554.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | -0.9% |
| 7D | -1.3% | +3.2% | -4.5% | -2.3% |
| 30D | -14.3% | +6.0% | -20.3% | -15.8% |
| 3M | -9.3% | +3.5% | -12.8% | -10.8% |
| 6M | -1.1% | +26.3% | -27.4% | -7.7% |
| YTD | -16.6% | +79.2% | -95.8% | -30.4% |
| 1Y | -22.0% | +43.8% | -65.8% | -31.2% |
| 3Y | +470.2% | +52.0% | +418.2% | +380.2% |
| All | +572.6% | +17.6% | +554.9% | +494.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling