+22.6%
CTSH vs TT
+912.5%
-890.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.5% | -3.9% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +12.4% | -7.2% | +19.5% | +15.4% |
| 3M | +17.4% | -3.0% | +20.3% | +17.1% |
| 6M | -3.1% | +1.4% | -4.4% | -6.2% |
| YTD | -23.6% | +15.9% | -39.5% | -30.9% |
| 1Y | -10.8% | +9.4% | -20.2% | -17.6% |
| 3Y | -8.3% | +124.4% | -132.7% | -42.5% |
| 5Y | -11.3% | +138.0% | -149.3% | -47.5% |
| All | +22.6% | +912.5% | -890.0% | -61.2% |
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