+191.1%
TRI vs CGNX
+193.6%
-2.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +1.3% |
| 7D | -7.9% | +3.2% | -11.0% | -8.2% |
| 30D | -4.5% | +6.0% | -10.5% | -5.3% |
| 3M | +22.1% | +3.5% | +18.6% | +20.7% |
| 6M | -2.8% | +26.3% | -29.1% | -7.0% |
| YTD | -23.4% | +79.2% | -102.7% | -31.4% |
| 1Y | -41.5% | +43.8% | -85.3% | -46.1% |
| 3Y | -19.2% | +52.0% | -71.2% | -28.3% |
| 5Y | -9.4% | -24.0% | +14.6% | -10.8% |
| All | +191.1% | +193.6% | -2.6% | +118.4% |
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