-14.8%
CTSH vs TD
+123.5%
-138.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.4% |
| 7D | -5.5% | +0.9% | -6.3% | -5.8% |
| 30D | +4.5% | -0.7% | +5.2% | +4.7% |
| 3M | +13.7% | +6.3% | +7.5% | +9.5% |
| 6M | -8.4% | +27.9% | -36.3% | -20.6% |
| YTD | -26.5% | +29.8% | -56.3% | -36.8% |
| 1Y | -13.9% | +63.7% | -77.6% | -35.1% |
| 3Y | -11.3% | +128.3% | -139.7% | -45.8% |
| 5Y | -14.8% | +125.5% | -140.4% | -49.2% |
| All | -14.8% | +123.5% | -138.4% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling