+37.1%
CTSH vs TD
+302.8%
-265.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | -2.1% | -3.1% | +1.0% | -0.4% |
| 30D | +8.0% | +6.7% | +1.3% | +3.7% |
| 3M | +10.6% | +3.1% | +7.5% | +8.0% |
| 6M | +32.5% | +17.6% | +14.9% | +18.3% |
| YTD | -21.0% | +34.8% | -55.8% | -35.6% |
| 1Y | -9.9% | +55.6% | -65.5% | -33.1% |
| 3Y | +3.1% | +133.1% | -130.0% | -42.2% |
| 5Y | -13.4% | +104.7% | -118.1% | -47.6% |
| 10Y | +37.1% | +303.6% | -266.4% | -43.3% |
| All | +37.1% | +302.8% | -265.6% | -43.3% |
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