+5,798.1%
CTSH vs TDY
+7,071.3%
-1,273.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.5% |
| 7D | -5.5% | -0.9% | -4.6% | -5.2% |
| 30D | +4.5% | -12.5% | +17.0% | +8.8% |
| 3M | +13.7% | -1.2% | +14.9% | +13.4% |
| 6M | -8.4% | -6.6% | -1.8% | -7.5% |
| YTD | -26.5% | +18.5% | -45.0% | -31.5% |
| 1Y | -13.9% | +10.8% | -24.7% | -18.2% |
| 3Y | -11.3% | +47.5% | -58.8% | -23.6% |
| 5Y | -14.8% | +35.8% | -50.6% | -25.0% |
| 10Y | +22.5% | +459.0% | -436.4% | -31.1% |
| All | +5,798.1% | +7,071.3% | -1,273.2% | +2,085.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling