-14.7%
TRI vs CGNX
+19.2%
-33.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.5% | +11.2% | -1.6% |
| 7D | +1.5% | -19.5% | +21.0% | -2.9% |
| 30D | +20.4% | -28.4% | +48.8% | +12.9% |
| 3M | +20.6% | -32.7% | +53.3% | +12.6% |
| 6M | +25.5% | -19.0% | +44.5% | +21.0% |
| YTD | -7.1% | +32.6% | -39.6% | -9.4% |
| 1Y | -14.7% | +18.0% | -32.7% | -13.8% |
| All | -14.7% | +19.2% | -33.8% | -13.8% |
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