+446.8%
TTMI vs CGNX
+750.9%
-304.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.1% | -0.7% | +1.2% |
| 7D | +0.7% | +3.2% | -2.5% | -0.9% |
| 30D | -8.4% | +6.0% | -14.4% | -10.8% |
| 3M | -32.5% | +3.5% | -36.0% | -33.2% |
| 6M | +32.5% | +26.3% | +6.2% | +19.6% |
| YTD | +83.2% | +79.2% | +4.0% | +32.9% |
| 1Y | +161.7% | +43.8% | +117.9% | +111.1% |
| 3Y | +890.1% | +52.0% | +838.2% | +631.8% |
| 5Y | +832.4% | -24.0% | +856.5% | +830.4% |
| 10Y | +1,115.8% | +189.1% | +926.7% | +421.9% |
| All | +446.8% | +750.9% | -304.2% | -29.7% |
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