+261.9%
CTSH vs TEL
+723.0%
-461.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.4% |
| 7D | -2.7% | +3.0% | -5.7% | -4.3% |
| 30D | +12.4% | -3.9% | +16.3% | +14.4% |
| 3M | +17.4% | -5.1% | +22.5% | +19.2% |
| 6M | -3.1% | +0.6% | -3.7% | -6.5% |
| YTD | -23.6% | -7.3% | -16.3% | -23.7% |
| 1Y | -10.8% | +1.1% | -12.0% | -16.0% |
| 3Y | -8.3% | +63.7% | -72.0% | -36.9% |
| 5Y | -11.3% | +50.7% | -62.0% | -36.9% |
| 10Y | +22.6% | +290.2% | -267.6% | -53.1% |
| All | +261.9% | +723.0% | -461.2% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling