+536.1%
CTSH vs TMF
-69.2%
+605.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.8% |
| 7D | -0.6% | +1.2% | -1.8% | -0.4% |
| 30D | +13.4% | +19.7% | -6.3% | +16.3% |
| 3M | +14.4% | -2.1% | +16.5% | +13.9% |
| 6M | +27.7% | -13.4% | +41.2% | +25.1% |
| YTD | -20.6% | -16.7% | -3.9% | -22.6% |
| 1Y | -9.1% | -23.3% | +14.2% | -12.4% |
| 3Y | +3.1% | -24.8% | +27.9% | +1.3% |
| 5Y | -11.8% | -88.0% | +76.3% | -37.3% |
| 10Y | +42.7% | -84.7% | +127.4% | +18.3% |
| All | +536.1% | -69.2% | +605.2% | +717.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling