+37.8%
CTSH vs TMF
-83.0%
+120.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -2.3% | +0.6% | -2.9% | -2.3% |
| 30D | +7.4% | +16.3% | -8.9% | +8.7% |
| 3M | +10.9% | -2.7% | +13.6% | +10.6% |
| 6M | +24.7% | -13.2% | +37.8% | +23.2% |
| YTD | -22.0% | -16.7% | -5.3% | -23.1% |
| 1Y | -11.2% | -22.7% | +11.6% | -12.9% |
| 3Y | +3.9% | -26.1% | +29.9% | +2.9% |
| 5Y | -13.9% | -88.4% | +74.5% | -35.6% |
| 10Y | +37.8% | -81.8% | +119.6% | +18.4% |
| All | +37.8% | -83.0% | +120.8% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling