-12.1%
CTSH vs TFC
-2.5%
-9.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.4% |
| 7D | -0.6% | +1.2% | -1.8% | -1.1% |
| 30D | +13.4% | +8.3% | +5.1% | +10.0% |
| 3M | +14.4% | -5.2% | +19.6% | +16.5% |
| 6M | +27.7% | -0.8% | +28.5% | +27.5% |
| YTD | -20.6% | +3.4% | -24.1% | -22.2% |
| 1Y | -9.1% | +17.0% | -26.1% | -14.9% |
| 3Y | +3.1% | +86.2% | -83.1% | -20.0% |
| All | -12.1% | -2.5% | -9.5% | -9.0% |
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