-13.9%
CTSH vs TNA
+105.9%
-119.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.3% | -2.2% |
| 7D | -8.2% | -3.6% | -4.6% | -7.7% |
| 30D | +0.4% | -10.1% | +10.4% | +2.0% |
| 3M | +10.6% | +2.7% | +7.9% | +9.2% |
| 6M | -8.8% | +38.4% | -47.2% | -16.0% |
| YTD | -28.6% | +45.4% | -74.0% | -35.2% |
| 1Y | -15.9% | +55.9% | -71.9% | -25.4% |
| All | -13.9% | +105.9% | -119.8% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling