-17.1%
CTSH vs TCOM
+25.9%
-43.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.4% | -2.5% |
| 7D | -8.2% | -10.2% | +2.0% | -7.0% |
| 30D | +0.4% | -16.8% | +17.2% | +2.7% |
| 3M | +10.6% | -16.7% | +27.3% | +13.0% |
| 6M | -8.8% | -27.1% | +18.3% | -5.4% |
| YTD | -28.6% | -45.5% | +16.9% | -23.7% |
| 1Y | -15.9% | -45.9% | +30.0% | -10.1% |
| 3Y | -13.9% | +9.8% | -23.6% | -16.5% |
| 5Y | -17.1% | +23.8% | -40.9% | -22.0% |
| All | -17.1% | +25.9% | -43.0% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling