+34,247.0%
CTSH vs TAP
+288.9%
+33,958.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.6% |
| 7D | -2.7% | -2.3% | -0.4% | -2.1% |
| 30D | +12.4% | -2.1% | +14.5% | +13.0% |
| 3M | +17.4% | +6.6% | +10.8% | +15.2% |
| 6M | -3.1% | -11.5% | +8.4% | +0.4% |
| YTD | -23.6% | -10.3% | -13.3% | -21.5% |
| 1Y | -10.8% | -14.4% | +3.6% | -7.4% |
| 3Y | -8.3% | -28.3% | +20.0% | -0.8% |
| 5Y | -11.3% | +1.7% | -13.0% | -15.1% |
| 10Y | +22.6% | -49.2% | +71.8% | +35.9% |
| All | +34,247.0% | +288.9% | +33,958.1% | +22,839.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling