+172.6%
TTMI vs CGNX
+42.4%
+130.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.4% | +6.4% | +7.5% |
| 7D | +5.9% | +3.0% | +2.9% | +4.3% |
| 30D | -4.3% | -11.8% | +7.5% | +2.3% |
| 3M | -32.0% | -3.6% | -28.4% | -30.2% |
| 6M | +19.5% | +17.4% | +2.1% | +13.3% |
| YTD | +82.0% | +73.7% | +8.3% | +42.7% |
| 1Y | +172.6% | +41.5% | +131.1% | +130.8% |
| All | +172.6% | +42.4% | +130.2% | +130.8% |
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 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