+270.2%
CTSH vs TEL
+759.2%
-489.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.7% |
| 7D | -4.2% | +5.6% | -9.7% | -7.2% |
| 30D | +3.9% | +0.9% | +3.1% | +2.3% |
| 3M | +10.2% | +2.1% | +8.1% | +7.0% |
| 6M | +35.3% | +2.7% | +32.6% | +29.1% |
| YTD | -21.8% | -3.2% | -18.6% | -24.9% |
| 1Y | -12.1% | -10.6% | -1.5% | -12.1% |
| 3Y | +2.0% | +79.8% | -77.8% | -34.3% |
| 5Y | -15.3% | +43.3% | -58.6% | -38.5% |
| 10Y | +35.7% | +287.5% | -251.8% | -48.4% |
| All | +270.2% | +759.2% | -489.0% | -16.0% |
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