-16.7%
CTSH vs TDY
+34.3%
-51.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -9.8% | -1.9% | -7.9% | -9.1% |
| 30D | +0.1% | -12.5% | +12.6% | +5.1% |
| 3M | +13.2% | -0.8% | +14.0% | +12.2% |
| 6M | -6.2% | -9.0% | +2.8% | -4.1% |
| YTD | -28.5% | +16.8% | -45.3% | -36.0% |
| 1Y | -13.8% | +9.5% | -23.2% | -20.5% |
| 3Y | -13.7% | +45.4% | -59.1% | -32.7% |
| 5Y | -16.7% | +37.8% | -54.5% | -35.2% |
| All | -16.7% | +34.3% | -51.0% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling