+925.6%
TSN vs CGNX
+12,871.6%
-11,946.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.6% |
| 7D | +3.0% | +3.2% | -0.1% | +2.7% |
| 30D | -4.2% | +6.0% | -10.2% | -4.9% |
| 3M | -3.9% | +3.5% | -7.4% | -4.7% |
| 6M | -9.8% | +26.3% | -36.1% | -12.8% |
| YTD | -7.3% | +79.2% | -86.5% | -14.5% |
| 1Y | -2.2% | +43.8% | -46.0% | -8.0% |
| 3Y | +11.9% | +52.0% | -40.1% | +2.5% |
| 5Y | -16.9% | -24.0% | +7.1% | -18.9% |
| 10Y | -4.8% | +189.1% | -193.9% | -22.6% |
| All | +925.6% | +12,871.6% | -11,946.0% | +396.6% |
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