+22.0%
CTSH vs TPR
+321.0%
-299.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -2.7% | -2.3% | -0.4% | -2.1% |
| 30D | +12.4% | -23.0% | +35.3% | +20.2% |
| 3M | +17.4% | -12.5% | +29.8% | +20.7% |
| 6M | -3.1% | -21.4% | +18.4% | +1.9% |
| YTD | -23.6% | -3.5% | -20.1% | -24.6% |
| 1Y | -10.8% | +17.4% | -28.2% | -17.6% |
| 3Y | -8.3% | +291.3% | -299.5% | -44.0% |
| 5Y | -11.3% | +241.9% | -253.2% | -45.7% |
| All | +22.0% | +321.0% | -299.0% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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