-5.3%
TSN vs CGNX
+42.4%
-47.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.5% |
| 7D | -6.3% | +3.0% | -9.3% | -6.1% |
| 30D | -10.8% | -11.8% | +1.0% | -11.5% |
| 3M | -8.8% | -3.6% | -5.1% | -8.7% |
| 6M | -16.8% | +17.4% | -34.2% | -15.9% |
| YTD | -10.0% | +73.7% | -83.7% | -5.9% |
| 1Y | -5.3% | +41.5% | -46.8% | -4.1% |
| All | -5.3% | +42.4% | -47.6% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling