+917.7%
TT vs CGNX
+193.6%
+724.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -0.5% |
| 7D | -1.2% | +3.2% | -4.4% | -2.0% |
| 30D | -7.3% | +6.0% | -13.3% | -8.9% |
| 3M | -3.6% | +3.5% | -7.1% | -5.0% |
| 6M | +2.8% | +26.3% | -23.5% | -4.2% |
| YTD | +14.5% | +79.2% | -64.7% | -5.5% |
| 1Y | +7.4% | +43.8% | -36.4% | -6.5% |
| 3Y | +116.2% | +52.0% | +64.3% | +77.0% |
| 5Y | +147.4% | -24.0% | +171.4% | +141.9% |
| All | +917.7% | +193.6% | +724.1% | +523.5% |
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