-10.9%
CTSH vs TT
+140.2%
-151.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.5% | -3.8% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +12.4% | -7.2% | +19.5% | +14.2% |
| 3M | +17.4% | -3.0% | +20.3% | +17.0% |
| 6M | -3.1% | +1.4% | -4.4% | -5.5% |
| YTD | -23.6% | +15.9% | -39.5% | -29.4% |
| 1Y | -10.8% | +9.4% | -20.2% | -16.1% |
| 3Y | -8.3% | +124.4% | -132.7% | -38.2% |
| All | -10.9% | +140.2% | -151.1% | -46.4% |
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