+30.0%
TXG vs CGNX
+37.3%
-7.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.1% | -0.8% | +1.2% |
| 7D | +9.5% | +3.2% | +6.3% | +7.7% |
| 30D | +18.8% | +6.0% | +12.8% | +14.4% |
| 3M | +136.1% | +3.5% | +132.6% | +128.4% |
| 6M | +235.2% | +26.3% | +208.9% | +188.4% |
| YTD | +320.5% | +79.2% | +241.3% | +169.8% |
| 1Y | +425.2% | +43.8% | +381.4% | +282.3% |
| 3Y | +42.9% | +52.0% | -9.1% | -5.5% |
| 5Y | -62.8% | -24.0% | -38.8% | -64.5% |
| All | +30.0% | +37.3% | -7.2% | -7.2% |
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