-46.0%
TSLL vs CGNX
+31.4%
-77.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -8.7% | +2.4% | -2.3% |
| 7D | -9.4% | -9.2% | -0.2% | -5.4% |
| 30D | +1.6% | -17.6% | +19.1% | +10.7% |
| 3M | +29.4% | -25.7% | +55.1% | +46.8% |
| 6M | -20.1% | -5.5% | -14.6% | -14.3% |
| YTD | -44.5% | +48.1% | -92.6% | -47.4% |
| 1Y | -46.0% | +33.5% | -79.5% | -44.9% |
| All | -46.0% | +31.4% | -77.5% | -44.9% |
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