+37.1%
CTSH vs TCOM
+5.9%
+31.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -2.1% | +2.2% | -4.2% | -2.4% |
| 30D | +8.0% | +12.5% | -4.6% | +5.8% |
| 3M | +10.6% | -5.6% | +16.2% | +11.6% |
| 6M | +32.5% | -16.5% | +49.0% | +36.2% |
| YTD | -21.0% | -39.4% | +18.4% | -14.8% |
| 1Y | -9.9% | -41.0% | +31.1% | -2.5% |
| 3Y | +3.1% | +29.2% | -26.1% | -5.3% |
| 5Y | -13.4% | +41.6% | -55.1% | -25.4% |
| All | +37.1% | +5.9% | +31.2% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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