+37.1%
CTSH vs TMF
-81.8%
+118.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -2.1% | -3.4% | +1.3% | -2.3% |
| 30D | +8.0% | +11.5% | -3.5% | +8.9% |
| 3M | +10.6% | -4.5% | +15.1% | +10.1% |
| 6M | +32.5% | -15.0% | +47.5% | +30.8% |
| YTD | -21.0% | -19.9% | -1.1% | -22.3% |
| 1Y | -9.9% | -26.6% | +16.7% | -12.0% |
| 3Y | +3.1% | -29.8% | +33.0% | +1.8% |
| 5Y | -13.4% | -88.2% | +74.8% | -34.5% |
| 10Y | +37.1% | -81.4% | +118.5% | +15.2% |
| All | +37.1% | -81.8% | +118.9% | +15.2% |
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