-52.7%
TSLL vs CGNX
+39.3%
-92.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | -1.8% |
| 7D | +6.1% | +3.2% | +3.0% | +3.8% |
| 30D | +20.6% | +6.0% | +14.6% | +15.2% |
| 3M | -25.4% | +3.5% | -29.0% | -27.0% |
| 6M | -34.2% | +26.3% | -60.5% | -42.6% |
| YTD | -48.4% | +79.2% | -127.6% | -67.9% |
| 1Y | -30.8% | +43.8% | -74.6% | -48.9% |
| 3Y | -37.4% | +52.0% | -89.4% | -60.4% |
| All | -52.7% | +39.3% | -92.0% | -69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling