+35,575.5%
CTSH vs TFC
+324.8%
+35,250.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.3% |
| 7D | -0.6% | +1.2% | -1.8% | -1.1% |
| 30D | +13.4% | +8.3% | +5.1% | +9.4% |
| 3M | +14.4% | -5.2% | +19.6% | +16.8% |
| 6M | +27.7% | -0.8% | +28.5% | +27.4% |
| YTD | -20.6% | +3.4% | -24.1% | -22.5% |
| 1Y | -9.1% | +17.0% | -26.1% | -15.9% |
| 3Y | +3.1% | +86.2% | -83.1% | -24.1% |
| 5Y | -11.8% | -2.3% | -9.5% | -16.9% |
| 10Y | +42.7% | +93.9% | -51.2% | -9.8% |
| All | +35,575.5% | +324.8% | +35,250.6% | +11,296.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling