+1,176.0%
CTSH vs TCOM
+2,843.2%
-1,667.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.9% |
| 7D | -4.2% | -1.4% | -2.8% | -3.9% |
| 30D | +3.9% | +11.5% | -7.6% | +1.7% |
| 3M | +10.2% | -5.2% | +15.4% | +11.3% |
| 6M | +35.3% | -16.9% | +52.2% | +40.0% |
| YTD | -21.8% | -39.9% | +18.1% | -14.2% |
| 1Y | -12.1% | -42.1% | +29.9% | -2.9% |
| 3Y | +2.0% | +28.0% | -26.0% | -7.5% |
| 5Y | -15.3% | +40.4% | -55.7% | -29.5% |
| 10Y | +35.7% | +5.6% | +30.1% | +11.9% |
| All | +1,176.0% | +2,843.2% | -1,667.3% | +398.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling