+32.5%
CTSH vs TTMI
-49.8%
+82.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.0% | -9.8% | +1.5% |
| 7D | -2.1% | +7.2% | -9.3% | +0.5% |
| 30D | +8.0% | -28.7% | +36.6% | +1.2% |
| 3M | +10.6% | -39.8% | +50.4% | -0.3% |
| 6M | +32.5% | -51.7% | +84.2% | +15.3% |
| All | +32.5% | -49.8% | +82.3% | +15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling