+37.8%
CTSH vs TFC
+90.1%
-52.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.7% | -2.5% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | +7.4% | +9.2% | -1.7% | +3.5% |
| 3M | +10.9% | -2.9% | +13.8% | +12.0% |
| 6M | +24.7% | +3.5% | +21.2% | +22.2% |
| YTD | -22.0% | +5.4% | -27.4% | -24.3% |
| 1Y | -11.2% | +17.3% | -28.5% | -17.5% |
| 3Y | +3.9% | +96.7% | -92.8% | -23.9% |
| 5Y | -13.9% | -1.1% | -12.8% | -17.6% |
| 10Y | +37.8% | +84.7% | -47.0% | +0.5% |
| All | +37.8% | +90.1% | -52.3% | +0.5% |
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