+38.7%
CTSH vs TSEM
+839.5%
-800.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.3% | +2.5% |
| 7D | +1.8% | -9.5% | +11.3% | +2.6% |
| 30D | +9.8% | -35.5% | +45.3% | +14.5% |
| 3M | +12.1% | -41.6% | +53.7% | +17.6% |
| 6M | +27.4% | -30.1% | +57.5% | +24.1% |
| YTD | -20.3% | +25.7% | -46.0% | -33.4% |
| 1Y | -8.8% | +50.5% | -59.3% | -27.3% |
| 3Y | +4.0% | +501.7% | -497.7% | -44.4% |
| 5Y | -12.2% | +310.9% | -323.1% | -49.4% |
| 10Y | +38.7% | +849.8% | -811.1% | -38.4% |
| All | +38.7% | +839.5% | -800.8% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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