-13.8%
CTSH vs TNA
+50.2%
-64.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.3% |
| 7D | -9.8% | -7.6% | -2.2% | -9.4% |
| 30D | +0.1% | -13.6% | +13.7% | +0.7% |
| 3M | +13.2% | +2.8% | +10.4% | +12.0% |
| 6M | -6.2% | +34.5% | -40.7% | -11.8% |
| YTD | -28.5% | +41.0% | -69.5% | -33.5% |
| 1Y | -13.8% | +52.0% | -65.8% | -23.0% |
| All | -13.8% | +50.2% | -64.0% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling