-10.8%
CTSH vs TLN
-17.2%
+6.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.8% | -7.4% | -3.0% |
| 7D | -2.7% | +7.1% | -9.8% | -1.7% |
| 30D | +12.4% | -3.9% | +16.3% | +11.9% |
| 3M | +17.4% | -16.2% | +33.5% | +15.2% |
| 6M | -3.1% | -5.8% | +2.7% | -3.9% |
| YTD | -23.6% | -15.4% | -8.1% | -24.1% |
| 1Y | -10.8% | -16.7% | +5.9% | -8.1% |
| All | -10.8% | -17.2% | +6.4% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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