-15.8%
CTSH vs TDG
+125.9%
-141.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.1% |
| 7D | -2.1% | +1.7% | -3.8% | -2.8% |
| 30D | +1.4% | +9.7% | -8.3% | -2.3% |
| 3M | +7.5% | -2.3% | +9.8% | +8.0% |
| 6M | +39.6% | +1.3% | +38.2% | +37.3% |
| YTD | -22.3% | -8.5% | -13.8% | -20.5% |
| 1Y | -12.0% | -8.1% | -3.8% | -10.0% |
| 3Y | +1.8% | +43.4% | -41.6% | -16.5% |
| All | -15.8% | +125.9% | -141.7% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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