-17.1%
CTSH vs TNA
-22.1%
+5.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.3% | -2.0% |
| 7D | -8.2% | -3.6% | -4.6% | -7.5% |
| 30D | +0.4% | -10.1% | +10.4% | +2.5% |
| 3M | +10.6% | +2.7% | +7.9% | +8.9% |
| 6M | -8.8% | +38.4% | -47.2% | -17.3% |
| YTD | -28.6% | +45.4% | -74.0% | -36.4% |
| 1Y | -15.9% | +55.9% | -71.9% | -27.0% |
| 3Y | -13.9% | +109.8% | -123.7% | -36.5% |
| 5Y | -17.1% | -22.5% | +5.4% | -30.4% |
| All | -17.1% | -22.1% | +5.0% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling