-15.8%
CTSH vs TT
+131.0%
-146.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | -2.1% | +4.0% | -6.2% | -2.9% |
| 30D | +1.4% | -11.3% | +12.7% | +3.6% |
| 3M | +7.5% | -12.3% | +19.7% | +10.0% |
| 6M | +39.6% | -10.8% | +50.4% | +40.8% |
| YTD | -22.3% | +8.2% | -30.5% | -27.6% |
| 1Y | -12.0% | +1.5% | -13.4% | -16.0% |
| 3Y | +1.8% | +91.5% | -89.7% | -28.1% |
| All | -15.8% | +131.0% | -146.8% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling