+18.7%
CTSH vs TNA
+84.1%
-65.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.9% |
| 7D | -9.8% | -7.6% | -2.2% | -8.1% |
| 30D | +0.1% | -13.6% | +13.7% | +3.5% |
| 3M | +13.2% | +2.8% | +10.4% | +11.2% |
| 6M | -6.2% | +34.5% | -40.7% | -15.2% |
| YTD | -28.5% | +41.0% | -69.5% | -36.5% |
| 1Y | -13.8% | +52.0% | -65.8% | -25.6% |
| 3Y | -13.7% | +103.5% | -117.2% | -37.2% |
| 5Y | -16.7% | -22.5% | +5.8% | -29.6% |
| All | +18.7% | +84.1% | -65.4% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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