-23.4%
TSLL vs CGNX
+42.4%
-65.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.4% | -14.3% | -13.0% |
| 7D | +1.9% | +3.0% | -1.1% | +0.4% |
| 30D | +17.8% | -11.8% | +29.6% | +24.7% |
| 3M | -37.0% | -3.6% | -33.4% | -35.3% |
| 6M | -37.7% | +17.4% | -55.1% | -39.7% |
| YTD | -51.4% | +73.7% | -125.1% | -61.4% |
| 1Y | -23.4% | +41.5% | -64.9% | -25.0% |
| All | -23.4% | +42.4% | -65.8% | -25.0% |
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