+14.7%
TNA vs CGNX
+19.2%
-4.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -10.5% | -3.1% | -9.6% |
| 7D | -14.0% | -19.5% | +5.4% | -6.8% |
| 30D | -12.5% | -28.4% | +15.9% | -1.1% |
| 3M | -28.8% | -32.7% | +3.9% | -18.1% |
| 6M | -18.4% | -19.0% | +0.6% | -11.8% |
| YTD | +15.1% | +32.6% | -17.5% | -1.4% |
| 1Y | +14.7% | +18.0% | -3.3% | +17.7% |
| All | +14.7% | +19.2% | -4.5% | +17.7% |
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