-14.8%
CTSH vs TTMI
+840.7%
-855.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.0% | -6.8% | -4.1% |
| 7D | -5.5% | +12.2% | -17.6% | -6.3% |
| 30D | +4.5% | -5.7% | +10.2% | +4.8% |
| 3M | +13.7% | -27.5% | +41.2% | +16.2% |
| 6M | -8.4% | +47.1% | -55.5% | -19.0% |
| YTD | -26.5% | +87.5% | -114.0% | -39.9% |
| 1Y | -13.9% | +175.2% | -189.1% | -37.5% |
| 3Y | -11.3% | +901.9% | -913.3% | -58.2% |
| 5Y | -14.8% | +843.5% | -858.3% | -60.3% |
| All | -14.8% | +840.7% | -855.6% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling