+35.8%
CTSH vs TT
+764.8%
-729.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.1% | -3.6% |
| 7D | -0.6% | -2.0% | +1.4% | 0.0% |
| 30D | +13.4% | -14.0% | +27.4% | +19.2% |
| 3M | +14.4% | -15.9% | +30.3% | +20.9% |
| 6M | +27.7% | -17.3% | +45.0% | +33.9% |
| YTD | -20.6% | +4.0% | -24.6% | -26.0% |
| 1Y | -9.1% | -7.1% | -2.0% | -10.9% |
| 3Y | +3.1% | +90.2% | -87.2% | -31.2% |
| 5Y | -11.8% | +131.1% | -142.9% | -48.5% |
| All | +35.8% | +764.8% | -729.0% | -51.0% |
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