+35.7%
CTSH vs TEL
+286.3%
-250.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.7% |
| 7D | -4.2% | +5.6% | -9.7% | -6.8% |
| 30D | +3.9% | +0.9% | +3.1% | +2.5% |
| 3M | +10.2% | +2.1% | +8.1% | +7.3% |
| 6M | +35.3% | +2.7% | +32.6% | +29.8% |
| YTD | -21.8% | -3.2% | -18.6% | -24.5% |
| 1Y | -12.1% | -10.6% | -1.5% | -11.6% |
| 3Y | +2.0% | +79.8% | -77.8% | -34.2% |
| 5Y | -15.3% | +43.3% | -58.6% | -38.3% |
| All | +35.7% | +286.3% | -250.6% | -47.6% |
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