-13.9%
CTSH vs TFC
+13.2%
-27.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.0% |
| 7D | -5.5% | +2.2% | -7.7% | -6.2% |
| 30D | +4.5% | -2.5% | +7.0% | +5.4% |
| 3M | +13.7% | +4.5% | +9.2% | +11.1% |
| 6M | -8.4% | +11.0% | -19.4% | -13.8% |
| YTD | -26.5% | +5.9% | -32.4% | -28.0% |
| 1Y | -13.9% | +14.6% | -28.5% | -19.9% |
| All | -13.9% | +13.2% | -27.2% | -19.9% |
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 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