+37.8%
CTSH vs TT
+782.6%
-744.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.4% | -3.4% |
| 7D | -2.3% | +1.7% | -4.0% | -3.1% |
| 30D | +7.4% | -11.8% | +19.3% | +11.9% |
| 3M | +10.9% | -12.6% | +23.5% | +15.6% |
| 6M | +24.7% | -9.4% | +34.0% | +26.0% |
| YTD | -22.0% | +8.8% | -30.8% | -28.6% |
| 1Y | -11.2% | -2.5% | -8.6% | -14.5% |
| 3Y | +3.9% | +95.7% | -91.8% | -31.5% |
| 5Y | -13.9% | +135.7% | -149.7% | -50.1% |
| 10Y | +37.8% | +750.6% | -712.8% | -55.9% |
| All | +37.8% | +782.6% | -744.8% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling