+34.8%
CTSH vs TEL
+283.7%
-248.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.3% |
| 7D | -2.1% | +4.5% | -6.6% | -4.4% |
| 30D | +1.4% | +2.9% | -1.5% | -1.0% |
| 3M | +7.5% | +1.1% | +6.3% | +5.2% |
| 6M | +39.6% | +5.0% | +34.6% | +32.3% |
| YTD | -22.3% | -3.9% | -18.4% | -24.7% |
| 1Y | -12.0% | -7.4% | -4.5% | -13.2% |
| 3Y | +1.8% | +81.0% | -79.2% | -34.7% |
| 5Y | -15.8% | +42.3% | -58.1% | -38.5% |
| All | +34.8% | +283.7% | -248.9% | -47.8% |
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