+19.6%
TMO vs CGNX
+49.8%
-30.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | +0.6% |
| 7D | -0.6% | +3.2% | -3.8% | -1.1% |
| 30D | +1.1% | +6.0% | -4.9% | +0.2% |
| 3M | +28.3% | +3.5% | +24.8% | +26.8% |
| 6M | +23.3% | +26.3% | -3.0% | +17.5% |
| YTD | +5.5% | +79.2% | -73.8% | -7.3% |
| 1Y | +24.5% | +43.8% | -19.2% | +14.2% |
| 3Y | +19.6% | +52.0% | -32.4% | -3.9% |
| All | +19.6% | +49.8% | -30.2% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling