-25.3%
CTSH vs TPG
+74.1%
-99.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.4% |
| 7D | -3.7% | -9.4% | +5.7% | -0.7% |
| 30D | +3.7% | -5.3% | +9.0% | +5.4% |
| 3M | +17.9% | +12.9% | +5.0% | +13.2% |
| 6M | -2.6% | +20.1% | -22.7% | -8.8% |
| YTD | -26.4% | -22.5% | -3.9% | -21.0% |
| 1Y | -13.0% | -19.7% | +6.6% | -8.0% |
| 3Y | -11.2% | +81.2% | -92.4% | -30.4% |
| All | -25.3% | +74.1% | -99.4% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 10y: compounded portfolio wealth divided by compounded TPG 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…
10y analysis · Full analysis span regression · 6 months rolling