+3.6%
CTSH vs TLN
+583.6%
-580.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.8% | -7.4% | -3.6% |
| 7D | -2.7% | +7.1% | -9.8% | -2.7% |
| 30D | +12.4% | -3.9% | +16.3% | +12.3% |
| 3M | +17.4% | -16.2% | +33.5% | +17.3% |
| 6M | -3.1% | -5.8% | +2.7% | -3.8% |
| YTD | -23.6% | -15.4% | -8.1% | -23.9% |
| 1Y | -10.8% | -16.7% | +5.9% | -11.3% |
| 3Y | -8.3% | +473.8% | -482.1% | -23.6% |
| All | +3.6% | +583.6% | -580.0% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling