-15.9%
CTSH vs TD
+61.8%
-77.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -2.9% |
| 7D | -8.2% | -1.9% | -6.3% | -8.2% |
| 30D | +0.4% | -1.6% | +2.0% | +0.3% |
| 3M | +10.6% | +4.6% | +6.0% | +9.0% |
| 6M | -8.8% | +26.8% | -35.6% | -15.9% |
| YTD | -28.6% | +28.3% | -56.9% | -34.2% |
| 1Y | -15.9% | +60.4% | -76.4% | -28.5% |
| All | -15.9% | +61.8% | -77.7% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling