+35,575.5%
CTSH vs TSEM
+9.3%
+35,566.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.8% | -7.6% | -3.4% |
| 7D | -0.6% | -17.5% | +16.9% | +1.8% |
| 30D | +13.4% | -44.7% | +58.1% | +22.0% |
| 3M | +14.4% | -38.9% | +53.3% | +20.2% |
| 6M | +27.7% | -36.7% | +64.4% | +28.6% |
| YTD | -20.6% | +17.0% | -37.6% | -28.9% |
| 1Y | -9.1% | +62.8% | -72.0% | -23.3% |
| 3Y | +3.1% | +471.3% | -468.2% | -30.9% |
| 5Y | -11.8% | +290.3% | -302.0% | -38.1% |
| 10Y | +42.7% | +790.1% | -747.4% | -15.2% |
| All | +35,575.5% | +9.3% | +35,566.1% | +20,125.4% |
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 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