+34.8%
CTSH vs TNA
+33.3%
+1.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -2.1% | +3.7% | -5.9% | -3.2% |
| 30D | +1.4% | +4.4% | -3.0% | -0.4% |
| 3M | +7.5% | -26.7% | +34.1% | +14.4% |
| 6M | +39.6% | -12.8% | +52.4% | +40.3% |
| YTD | -22.3% | +22.7% | -45.0% | -29.5% |
| 1Y | -12.0% | +35.7% | -47.6% | -22.4% |
| 3Y | +1.8% | +134.6% | -132.8% | -29.5% |
| 5Y | -15.8% | -46.0% | +30.1% | -22.4% |
| All | +34.8% | +33.3% | +1.5% | -21.3% |
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