+833.8%
CTSH vs TNA
+790.3%
+43.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.9% | +0.3% |
| 7D | -4.2% | +7.7% | -11.9% | -6.3% |
| 30D | +3.9% | -0.7% | +4.7% | +3.1% |
| 3M | +10.2% | -25.4% | +35.6% | +17.6% |
| 6M | +35.3% | -11.8% | +47.1% | +35.6% |
| YTD | -21.8% | +23.9% | -45.7% | -30.0% |
| 1Y | -12.1% | +25.6% | -37.7% | -22.0% |
| 3Y | +2.0% | +137.1% | -135.1% | -32.1% |
| 5Y | -15.3% | -45.4% | +30.1% | -23.3% |
| 10Y | +35.7% | +39.5% | -3.8% | -31.3% |
| All | +833.8% | +790.3% | +43.5% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling