-12.4%
CTSH vs TSEM
+271.2%
-283.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.8% | -7.6% | -2.7% |
| 7D | -0.6% | -17.5% | +16.9% | -0.6% |
| 30D | +13.4% | -44.7% | +58.1% | +14.0% |
| 3M | +14.4% | -38.9% | +53.3% | +14.6% |
| 6M | +27.7% | -36.7% | +64.4% | +24.6% |
| YTD | -20.6% | +17.0% | -37.6% | -29.9% |
| 1Y | -9.1% | +62.8% | -72.0% | -24.5% |
| 3Y | +3.1% | +471.3% | -468.2% | -34.1% |
| All | -12.4% | +271.2% | -283.6% | -38.9% |
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