+1.8%
CTSH vs TAP
-22.2%
+24.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.9% | -1.8% |
| 7D | -2.1% | +1.3% | -3.4% | -2.6% |
| 30D | +1.4% | +5.7% | -4.3% | -0.5% |
| 3M | +7.5% | -1.9% | +9.4% | +7.8% |
| 6M | +39.6% | +0.9% | +38.6% | +38.9% |
| YTD | -22.3% | -9.5% | -12.8% | -21.2% |
| 1Y | -12.0% | -9.0% | -3.0% | -11.0% |
| 3Y | +1.8% | -22.2% | +24.0% | +2.8% |
| All | +1.8% | -22.2% | +24.0% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling