+22.2%
CTSH vs TEL
+316.2%
-294.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +1.1% |
| 7D | -3.7% | +1.6% | -5.3% | -4.4% |
| 30D | +3.7% | -0.7% | +4.4% | +3.7% |
| 3M | +17.9% | +2.4% | +15.5% | +15.2% |
| 6M | -2.6% | +4.1% | -6.8% | -7.5% |
| YTD | -26.4% | -5.8% | -20.6% | -27.0% |
| 1Y | -13.0% | +0.9% | -13.9% | -17.6% |
| 3Y | -11.2% | +72.6% | -83.8% | -40.6% |
| 5Y | -14.3% | +57.5% | -71.8% | -40.4% |
| All | +22.2% | +316.2% | -294.0% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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