+7.0%
CTSH vs TE
-49.8%
+56.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -2.8% |
| 7D | -8.2% | +15.0% | -23.2% | -8.7% |
| 30D | +0.4% | -7.5% | +7.9% | +0.6% |
| 3M | +10.6% | -42.0% | +52.5% | +12.2% |
| 6M | -8.8% | -31.4% | +22.6% | -9.6% |
| YTD | -28.6% | -26.5% | -2.1% | -30.1% |
| 1Y | -15.9% | +153.1% | -169.0% | -25.6% |
| 3Y | -13.9% | -20.7% | +6.8% | -21.8% |
| 5Y | -17.1% | -45.4% | +28.3% | -24.1% |
| All | +7.0% | -49.8% | +56.8% | +3.9% |
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