-11.3%
CTSH vs TW
+21.9%
-33.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.0% | -0.8% | -3.1% |
| 7D | -5.5% | -3.5% | -2.0% | -4.6% |
| 30D | +4.5% | +0.5% | +4.0% | +4.3% |
| 3M | +13.7% | +4.9% | +8.8% | +12.5% |
| 6M | -8.4% | -17.1% | +8.7% | -5.1% |
| YTD | -26.5% | -3.9% | -22.6% | -26.0% |
| 1Y | -13.9% | -13.3% | -0.7% | -11.9% |
| 3Y | -11.3% | +20.9% | -32.2% | -11.2% |
| All | -11.3% | +21.9% | -33.2% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling