+3,988.4%
CTSH vs TTMI
+262.5%
+3,725.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +13.3% | -15.0% | -4.2% |
| 7D | -2.3% | -1.6% | -0.7% | -2.8% |
| 30D | +7.4% | -37.7% | +45.2% | +14.1% |
| 3M | +10.9% | -45.1% | +56.0% | +19.1% |
| 6M | +24.7% | -52.1% | +76.8% | +32.7% |
| YTD | -22.0% | +9.2% | -31.2% | -33.3% |
| 1Y | -11.2% | +12.9% | -24.1% | -25.5% |
| 3Y | +3.9% | +445.5% | -441.6% | -41.1% |
| 5Y | -13.9% | +427.9% | -441.8% | -52.0% |
| 10Y | +37.8% | +449.9% | -412.1% | -27.6% |
| All | +3,988.4% | +262.5% | +3,725.9% | +1,365.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling