-49.1%
TSLL vs CGNX
+8.5%
-57.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -2.7% |
| 7D | +17.8% | +4.7% | +13.2% | +14.4% |
| 30D | +8.2% | -12.7% | +20.9% | +20.7% |
| 3M | +20.9% | -18.7% | +39.6% | +39.6% |
| 6M | -37.5% | -21.2% | -16.3% | -24.9% |
| YTD | -44.5% | +39.6% | -84.1% | -58.7% |
| 1Y | -33.0% | +35.6% | -68.5% | -49.2% |
| 3Y | -6.4% | +44.7% | -51.1% | -39.1% |
| All | -49.1% | +8.5% | -57.6% | -60.2% |
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