+34,247.0%
CTSH vs TSEM
+77.0%
+34,170.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +7.8% | -11.5% | -4.7% |
| 7D | -2.7% | +6.9% | -9.6% | -3.7% |
| 30D | +12.4% | +5.3% | +7.1% | +10.9% |
| 3M | +17.4% | -14.9% | +32.3% | +16.8% |
| 6M | -3.1% | +80.0% | -83.1% | -16.4% |
| YTD | -23.6% | +89.4% | -112.9% | -35.1% |
| 1Y | -10.8% | +253.1% | -263.9% | -32.1% |
| 3Y | -8.3% | +642.1% | -650.4% | -39.7% |
| 5Y | -11.3% | +659.1% | -670.4% | -42.8% |
| 10Y | +22.6% | +1,291.4% | -1,268.8% | -30.6% |
| All | +34,247.0% | +77.0% | +34,170.0% | +18,364.0% |
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