+5.9%
TSEM vs CGNX
+3,028.5%
-3,022.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.4% |
| 7D | -4.9% | +3.2% | -8.0% | -5.8% |
| 30D | -18.7% | +6.0% | -24.7% | -20.0% |
| 3M | -18.1% | +3.5% | -21.7% | -18.4% |
| 6M | +77.1% | +26.3% | +50.8% | +67.2% |
| YTD | +80.1% | +79.2% | +0.9% | +50.1% |
| 1Y | +220.4% | +43.8% | +176.6% | +182.8% |
| 3Y | +650.1% | +52.0% | +598.1% | +533.0% |
| 5Y | +628.9% | -24.0% | +652.9% | +626.0% |
| 10Y | +1,293.4% | +189.1% | +1,104.3% | +821.4% |
| All | +5.9% | +3,028.5% | -3,022.6% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling