-14.1%
CTSH vs TTMI
+428.3%
-442.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +13.3% | -15.0% | -2.2% |
| 7D | -2.3% | -1.6% | -0.7% | -2.3% |
| 30D | +7.4% | -37.7% | +45.2% | +9.4% |
| 3M | +10.9% | -45.1% | +56.0% | +13.5% |
| 6M | +24.7% | -52.1% | +76.8% | +26.7% |
| YTD | -22.0% | +9.2% | -31.2% | -34.8% |
| 1Y | -11.2% | +12.9% | -24.1% | -27.2% |
| 3Y | +3.9% | +445.5% | -441.6% | -48.6% |
| All | -14.1% | +428.3% | -442.3% | -59.6% |
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 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