+35,415.6%
CTSH vs TSEM
+26.5%
+35,389.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.6% | -8.5% | -1.9% |
| 7D | -2.1% | +6.8% | -8.8% | -3.3% |
| 30D | +8.0% | -26.6% | +34.6% | +11.5% |
| 3M | +10.6% | -36.3% | +46.9% | +15.5% |
| 6M | +32.5% | -30.6% | +63.1% | +31.8% |
| YTD | -21.0% | +35.3% | -56.3% | -30.8% |
| 1Y | -9.9% | +59.2% | -69.1% | -23.4% |
| 3Y | +3.1% | +547.7% | -544.5% | -32.2% |
| 5Y | -13.4% | +337.5% | -351.0% | -40.3% |
| 10Y | +37.1% | +887.4% | -850.2% | -19.8% |
| All | +35,415.6% | +26.5% | +35,389.1% | +19,592.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling