-55.4%
TSLL vs CGNX
+35.0%
-90.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.4% | -14.3% | -13.5% |
| 7D | +1.9% | +3.0% | -1.1% | -0.2% |
| 30D | +17.8% | -11.8% | +29.6% | +27.4% |
| 3M | -37.0% | -3.6% | -33.4% | -34.8% |
| 6M | -37.7% | +17.4% | -55.1% | -43.0% |
| YTD | -51.4% | +73.7% | -125.1% | -69.1% |
| 1Y | -23.4% | +41.5% | -64.9% | -42.7% |
| 3Y | -30.8% | +34.1% | -64.9% | -52.2% |
| All | -55.4% | +35.0% | -90.4% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling