+16.5%
CTSH vs TE
-80.5%
+96.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.6% |
| 7D | -2.1% | -19.1% | +16.9% | -1.5% |
| 30D | +1.4% | -34.1% | +35.5% | +2.5% |
| 3M | +7.5% | -60.1% | +67.6% | +10.4% |
| 6M | +39.6% | -66.0% | +105.5% | +41.3% |
| YTD | -22.3% | -71.4% | +49.1% | -21.7% |
| 1Y | -12.0% | -45.3% | +33.3% | -15.3% |
| 3Y | +1.8% | +9.1% | -7.3% | -13.9% |
| 5Y | -15.8% | -82.6% | +66.8% | -20.3% |
| All | +16.5% | -80.5% | +96.9% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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