+59.6%
TXN vs CGNX
-25.4%
+85.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.1% | -0.3% | +2.4% |
| 7D | +4.0% | +3.2% | +0.8% | +2.9% |
| 30D | -2.9% | +6.0% | -8.9% | -4.8% |
| 3M | -9.1% | +3.5% | -12.6% | -10.3% |
| 6M | +36.6% | +26.3% | +10.3% | +26.2% |
| YTD | +57.5% | +79.2% | -21.8% | +24.7% |
| 1Y | +49.5% | +43.8% | +5.7% | +27.3% |
| 3Y | +76.5% | +52.0% | +24.6% | +38.0% |
| All | +59.6% | -25.4% | +85.0% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling