+38.4%
CTSH vs TTMI
+420.4%
-382.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.1% | +6.3% | +2.7% |
| 7D | +1.8% | -11.5% | +13.3% | +2.9% |
| 30D | +9.8% | -40.3% | +50.1% | +15.4% |
| 3M | +12.1% | -44.5% | +56.6% | +17.9% |
| 6M | +27.4% | -54.1% | +81.5% | +33.9% |
| YTD | -20.3% | +4.7% | -24.9% | -34.5% |
| 1Y | -8.8% | +3.3% | -12.1% | -25.8% |
| 3Y | +4.0% | +407.2% | -403.2% | -50.1% |
| 5Y | -12.2% | +406.5% | -418.7% | -59.3% |
| All | +38.4% | +420.4% | -382.0% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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