+5.3%
CTSH vs TLN
+710.8%
-705.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.1% | -0.7% |
| 7D | -2.1% | +11.0% | -13.2% | -1.8% |
| 30D | +1.4% | +4.9% | -3.5% | +1.7% |
| 3M | +7.5% | +4.9% | +2.5% | +7.9% |
| 6M | +39.6% | +7.1% | +32.4% | +39.5% |
| YTD | -22.3% | +0.3% | -22.6% | -22.3% |
| 1Y | -12.0% | +5.9% | -17.9% | -12.4% |
| 3Y | +1.8% | +578.5% | -576.7% | -14.9% |
| All | +5.3% | +710.8% | -705.5% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling