+80.5%
TSEM vs CGNX
+31.4%
+49.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -8.7% | -0.1% | -4.2% |
| 7D | -23.1% | -9.2% | -13.9% | -18.9% |
| 30D | -40.4% | -17.6% | -22.8% | -34.0% |
| 3M | -37.9% | -25.7% | -12.2% | -28.2% |
| 6M | -30.8% | -5.5% | -25.3% | -25.5% |
| YTD | +26.7% | +48.1% | -21.4% | +19.6% |
| 1Y | +80.5% | +33.5% | +47.0% | +87.8% |
| All | +80.5% | +31.4% | +49.0% | +87.8% |
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