-53.1%
TSLL vs CGNX
+33.8%
-86.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | -7.3% | +1.5% | -8.8% | -8.5% |
| 30D | +15.8% | -1.8% | +17.6% | +16.6% |
| 3M | -19.5% | +5.3% | -24.7% | -21.8% |
| 6M | -32.1% | +22.3% | -54.4% | -39.4% |
| YTD | -48.9% | +72.2% | -121.1% | -67.3% |
| 1Y | -23.4% | +39.8% | -63.2% | -42.3% |
| 3Y | -28.6% | +44.8% | -73.4% | -53.3% |
| All | -53.1% | +33.8% | -86.9% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling