-8.5%
CTSH vs TW
+206.7%
-215.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.2% |
| 7D | -3.7% | -4.5% | +0.8% | -2.3% |
| 30D | +3.7% | -2.3% | +6.0% | +4.4% |
| 3M | +17.9% | +2.6% | +15.3% | +16.9% |
| 6M | -2.6% | -17.5% | +14.9% | +2.8% |
| YTD | -26.4% | -5.3% | -21.1% | -25.5% |
| 1Y | -13.0% | -14.8% | +1.7% | -9.5% |
| 3Y | -11.2% | +18.8% | -30.0% | -18.6% |
| 5Y | -14.3% | +20.7% | -35.0% | -23.6% |
| All | -8.5% | +206.7% | -215.2% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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