-14.8%
CTSH vs TSEM
+657.2%
-672.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.8% |
| 7D | -5.5% | +10.4% | -15.9% | -5.7% |
| 30D | +4.5% | -12.9% | +17.4% | +4.9% |
| 3M | +13.7% | -9.2% | +22.9% | +13.1% |
| 6M | -8.4% | +98.8% | -107.2% | -19.2% |
| YTD | -26.5% | +87.2% | -113.7% | -35.4% |
| 1Y | -13.9% | +239.0% | -252.9% | -32.1% |
| 3Y | -11.3% | +679.5% | -690.8% | -41.9% |
| 5Y | -14.8% | +667.3% | -682.1% | -44.2% |
| All | -14.8% | +657.2% | -672.1% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling