+5.0%
CTSH vs TEM
+90.1%
-85.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +8.0% | -10.7% | -3.3% |
| 7D | -0.6% | +5.3% | -5.9% | -1.0% |
| 30D | +13.4% | +8.1% | +5.3% | +12.5% |
| 3M | +14.4% | +64.9% | -50.5% | +9.1% |
| 6M | +27.7% | +42.1% | -14.4% | +22.5% |
| YTD | -20.6% | +28.8% | -49.4% | -23.6% |
| 1Y | -9.1% | +5.5% | -14.6% | -11.3% |
| All | +5.0% | +90.1% | -85.1% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 3y: compounded portfolio wealth divided by compounded TEM 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…
3y analysis · Full analysis span regression · 6 months rolling