+35.7%
CTSH vs TD
+300.1%
-264.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | -4.2% | +0.6% | -4.8% | -4.5% |
| 30D | +3.9% | +5.0% | -1.0% | +0.8% |
| 3M | +10.2% | +1.1% | +9.1% | +8.9% |
| 6M | +35.3% | +16.5% | +18.8% | +21.6% |
| YTD | -21.8% | +34.3% | -56.1% | -36.2% |
| 1Y | -12.1% | +52.9% | -65.0% | -34.0% |
| 3Y | +2.0% | +132.2% | -130.2% | -42.7% |
| 5Y | -15.3% | +101.9% | -117.2% | -48.2% |
| All | +35.7% | +300.1% | -264.4% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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