+3.1%
CTSH vs TMF
-25.3%
+28.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | -0.6% | +1.2% | -1.8% | -0.7% |
| 30D | +13.4% | +19.7% | -6.3% | +12.3% |
| 3M | +14.4% | -2.1% | +16.5% | +14.2% |
| 6M | +27.7% | -13.4% | +41.2% | +27.9% |
| YTD | -20.6% | -16.7% | -3.9% | -20.4% |
| 1Y | -9.1% | -23.3% | +14.2% | -8.6% |
| 3Y | +3.1% | -24.8% | +27.9% | +4.5% |
| All | +3.1% | -25.3% | +28.4% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling