+15,531.8%
TT vs CGNX
+12,360.6%
+3,171.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -1.0% | +1.5% | -2.5% | -1.3% |
| 30D | -8.9% | -1.8% | -7.1% | -8.7% |
| 3M | -1.8% | +5.3% | -7.1% | -3.1% |
| 6M | +1.9% | +22.3% | -20.4% | -2.5% |
| YTD | +13.8% | +72.2% | -58.4% | +0.3% |
| 1Y | +6.1% | +39.8% | -33.7% | -3.3% |
| 3Y | +119.6% | +44.8% | +74.7% | +94.0% |
| 5Y | +145.9% | -27.0% | +172.9% | +143.2% |
| 10Y | +946.9% | +177.7% | +769.2% | +681.3% |
| All | +15,531.8% | +12,360.6% | +3,171.2% | +6,357.4% |
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