+1,779.8%
TSM vs CGNX
+193.6%
+1,586.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | -0.3% |
| 7D | +1.0% | +3.2% | -2.2% | -0.2% |
| 30D | +1.0% | +6.0% | -5.0% | -1.5% |
| 3M | +2.9% | +3.5% | -0.7% | +1.1% |
| 6M | +22.8% | +26.3% | -3.5% | +11.9% |
| YTD | +43.3% | +79.2% | -35.9% | +10.2% |
| 1Y | +69.2% | +43.8% | +25.4% | +40.8% |
| 3Y | +404.5% | +52.0% | +352.6% | +290.7% |
| 5Y | +282.2% | -24.0% | +306.2% | +276.6% |
| All | +1,779.8% | +193.6% | +1,586.1% | +988.8% |
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