-1.1%
TRU vs CGNX
+49.8%
-50.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.1% |
| 7D | -2.7% | +3.2% | -5.9% | -3.4% |
| 30D | -2.0% | +6.0% | -8.0% | -3.6% |
| 3M | +18.4% | +3.5% | +14.9% | +16.1% |
| 6M | +8.9% | +26.3% | -17.4% | +0.8% |
| YTD | -8.9% | +79.2% | -88.2% | -26.3% |
| 1Y | -15.9% | +43.8% | -59.7% | -27.2% |
| 3Y | -1.1% | +52.0% | -53.0% | -27.6% |
| All | -1.1% | +49.8% | -50.9% | -27.6% |
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