+73.8%
TXN vs CGNX
+19.2%
+54.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -10.5% | -0.2% | -7.8% |
| 7D | -10.7% | -19.5% | +8.8% | -5.5% |
| 30D | -6.0% | -28.4% | +22.5% | +2.3% |
| 3M | +0.6% | -32.7% | +33.4% | +10.6% |
| 6M | 0.0% | -19.0% | +19.0% | +7.0% |
| YTD | +63.8% | +32.6% | +31.3% | +61.7% |
| 1Y | +73.8% | +18.0% | +55.7% | +81.1% |
| All | +73.8% | +19.2% | +54.6% | +81.1% |
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