+22.5%
CTSH vs TFC
+100.2%
-77.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.0% |
| 7D | -5.5% | +2.2% | -7.7% | -6.3% |
| 30D | +4.5% | -2.5% | +7.0% | +5.5% |
| 3M | +13.7% | +4.5% | +9.2% | +11.4% |
| 6M | -8.4% | +11.0% | -19.4% | -12.8% |
| YTD | -26.5% | +5.9% | -32.4% | -28.7% |
| 1Y | -13.9% | +14.6% | -28.5% | -19.2% |
| 3Y | -11.3% | +96.7% | -108.1% | -35.0% |
| 5Y | -14.8% | +15.6% | -30.4% | -23.8% |
| 10Y | +22.5% | +98.6% | -76.1% | -14.9% |
| All | +22.5% | +100.2% | -77.7% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling