+512.4%
CTSH vs TMF
-68.9%
+581.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.6% |
| 7D | -2.7% | -1.4% | -1.3% | -2.9% |
| 30D | +12.4% | -2.8% | +15.2% | +11.9% |
| 3M | +17.4% | -10.9% | +28.3% | +15.6% |
| 6M | -3.1% | -21.3% | +18.2% | -6.3% |
| YTD | -23.6% | -15.9% | -7.7% | -25.3% |
| 1Y | -10.8% | -15.7% | +4.9% | -12.6% |
| 3Y | -8.3% | -43.4% | +35.1% | -13.8% |
| 5Y | -11.3% | -87.8% | +76.4% | -36.4% |
| 10Y | +22.6% | -86.7% | +109.4% | -1.6% |
| All | +512.4% | -68.9% | +581.2% | +689.2% |
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 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