-15.9%
CTSH vs TSEM
+233.1%
-249.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -3.1% |
| 7D | -8.2% | +4.7% | -12.9% | -7.6% |
| 30D | +0.4% | -14.2% | +14.6% | -1.3% |
| 3M | +10.6% | -5.0% | +15.6% | +11.3% |
| 6M | -8.8% | +87.6% | -96.4% | -9.5% |
| YTD | -28.6% | +84.4% | -113.1% | -29.9% |
| 1Y | -15.9% | +235.4% | -251.3% | -22.4% |
| All | -15.9% | +233.1% | -249.0% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling