+22.2%
CTSH vs TDY
+479.2%
-457.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.4% |
| 7D | -3.7% | -1.1% | -2.6% | -3.2% |
| 30D | +3.7% | -12.0% | +15.7% | +9.1% |
| 3M | +17.9% | -3.2% | +21.1% | +18.5% |
| 6M | -2.6% | -7.9% | +5.2% | -0.8% |
| YTD | -26.4% | +18.2% | -44.6% | -33.6% |
| 1Y | -13.0% | +6.7% | -19.7% | -17.9% |
| 3Y | -11.2% | +47.5% | -58.7% | -28.8% |
| 5Y | -14.3% | +39.5% | -53.8% | -30.2% |
| All | +22.2% | +479.2% | -457.1% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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