+21.0%
CTSH vs TSEM
+1,283.8%
-1,262.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.7% |
| 7D | -8.2% | +4.7% | -12.9% | -8.8% |
| 30D | +0.4% | -14.2% | +14.6% | +2.1% |
| 3M | +10.6% | -5.0% | +15.6% | +8.0% |
| 6M | -8.8% | +87.6% | -96.4% | -25.2% |
| YTD | -28.6% | +84.4% | -113.1% | -42.1% |
| 1Y | -15.9% | +235.4% | -251.3% | -41.5% |
| 3Y | -13.9% | +668.0% | -681.9% | -53.7% |
| 5Y | -17.1% | +644.7% | -661.8% | -56.5% |
| 10Y | +21.0% | +1,326.7% | -1,305.7% | -47.5% |
| All | +21.0% | +1,283.8% | -1,262.8% | -47.5% |
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