-10.8%
CTSH vs TFC
+15.4%
-26.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -2.7% | +2.4% | -5.1% | -3.6% |
| 30D | +12.4% | -1.3% | +13.7% | +12.8% |
| 3M | +17.4% | +6.1% | +11.3% | +14.1% |
| 6M | -3.1% | +7.3% | -10.4% | -6.5% |
| YTD | -23.6% | +8.2% | -31.8% | -25.8% |
| 1Y | -10.8% | +14.4% | -25.3% | -17.2% |
| All | -10.8% | +15.4% | -26.2% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling