+22.5%
CTSH vs TAP
-52.1%
+74.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.3% | -2.5% |
| 7D | -5.5% | -2.3% | -3.2% | -4.7% |
| 30D | +4.5% | -9.4% | +13.9% | +7.8% |
| 3M | +13.7% | -0.8% | +14.5% | +14.2% |
| 6M | -8.4% | -14.7% | +6.3% | -3.9% |
| YTD | -26.5% | -13.9% | -12.6% | -23.4% |
| 1Y | -13.9% | -18.6% | +4.7% | -9.0% |
| 3Y | -11.3% | -32.0% | +20.7% | -2.1% |
| 5Y | -14.8% | -1.0% | -13.9% | -18.7% |
| 10Y | +22.5% | -51.4% | +73.9% | +23.5% |
| All | +22.5% | -52.1% | +74.6% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling