+1,213.1%
TNA vs CGNX
+2,314.7%
-1,101.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | -3.3% |
| 7D | -7.3% | +3.2% | -10.4% | -10.4% |
| 30D | -14.2% | +6.0% | -20.2% | -20.3% |
| 3M | -4.6% | +3.5% | -8.1% | -11.7% |
| 6M | +36.9% | +26.3% | +10.6% | +2.3% |
| YTD | +42.5% | +79.2% | -36.7% | -41.6% |
| 1Y | +45.8% | +43.8% | +2.0% | -24.9% |
| 3Y | +104.7% | +52.0% | +52.7% | -6.0% |
| 5Y | -21.7% | -24.0% | +2.3% | -16.5% |
| 10Y | +83.8% | +189.1% | -105.3% | -61.1% |
| All | +1,213.1% | +2,314.7% | -1,101.6% | -94.5% |
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