+378.9%
CTSH vs TDG
+13,063.4%
-12,684.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.4% | -3.2% |
| 7D | -5.5% | -0.9% | -4.6% | -5.1% |
| 30D | +4.5% | -6.5% | +11.0% | +7.6% |
| 3M | +13.7% | -5.1% | +18.8% | +15.6% |
| 6M | -8.4% | -11.5% | +3.1% | -4.4% |
| YTD | -26.5% | -13.9% | -12.6% | -22.3% |
| 1Y | -13.9% | -11.5% | -2.5% | -10.5% |
| 3Y | -11.3% | +53.7% | -65.0% | -30.3% |
| 5Y | -14.8% | +135.5% | -150.4% | -46.4% |
| 10Y | +22.5% | +535.2% | -512.6% | -59.1% |
| All | +378.9% | +13,063.4% | -12,684.4% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling