+35.7%
CTSH vs TSEM
+873.2%
-837.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -1.0% |
| 7D | -4.2% | +20.5% | -24.7% | -6.2% |
| 30D | +3.9% | -29.0% | +32.9% | +7.2% |
| 3M | +10.2% | -39.4% | +49.5% | +15.2% |
| 6M | +35.3% | -28.5% | +63.8% | +32.2% |
| YTD | -21.8% | +34.4% | -56.2% | -35.2% |
| 1Y | -12.1% | +48.3% | -60.5% | -29.1% |
| 3Y | +2.0% | +543.5% | -541.5% | -46.0% |
| 5Y | -15.3% | +331.4% | -346.7% | -51.3% |
| All | +35.7% | +873.2% | -837.5% | -40.6% |
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