+812.7%
CTSH vs TNA
+1,004.3%
-191.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.8% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +12.4% | -4.9% | +17.3% | +13.7% |
| 3M | +17.4% | +0.4% | +17.0% | +15.6% |
| 6M | -3.1% | +32.5% | -35.6% | -13.2% |
| YTD | -23.6% | +53.7% | -77.3% | -34.6% |
| 1Y | -10.8% | +65.1% | -75.9% | -26.1% |
| 3Y | -8.3% | +98.4% | -106.7% | -35.3% |
| 5Y | -11.3% | -22.5% | +11.2% | -26.8% |
| 10Y | +22.6% | +82.5% | -59.9% | -42.3% |
| All | +812.7% | +1,004.3% | -191.6% | +47.0% |
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 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