-10.9%
CTSH vs TFC
+16.2%
-27.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.5% |
| 6M | -3.1% | +7.3% | -10.4% | -6.3% |
| YTD | -23.6% | +8.2% | -31.8% | -26.2% |
| 1Y | -10.8% | +14.4% | -25.3% | -15.8% |
| 3Y | -8.3% | +93.7% | -102.0% | -30.0% |
| All | -10.9% | +16.2% | -27.1% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling