+253.1%
TSEM vs CGNX
+42.4%
+210.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.4% | +5.4% | +6.8% |
| 7D | +6.9% | +3.0% | +3.9% | +5.7% |
| 30D | +5.3% | -11.8% | +17.1% | +10.6% |
| 3M | -14.9% | -3.6% | -11.3% | -13.1% |
| 6M | +80.0% | +17.4% | +62.6% | +74.5% |
| YTD | +89.4% | +73.7% | +15.6% | +68.0% |
| 1Y | +253.1% | +41.5% | +211.6% | +231.7% |
| All | +253.1% | +42.4% | +210.7% | +231.7% |
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