+3.9%
CTSH vs TW
+40.3%
-36.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -2.3% | +3.4% | -5.7% | -3.2% |
| 30D | +7.4% | +15.5% | -8.0% | +3.3% |
| 3M | +10.9% | +25.1% | -14.2% | +4.3% |
| 6M | +24.7% | +18.2% | +6.5% | +18.5% |
| YTD | -22.0% | +19.7% | -41.7% | -26.0% |
| 1Y | -11.2% | +18.1% | -29.3% | -15.6% |
| 3Y | +3.9% | +40.5% | -36.7% | -2.6% |
| All | +3.9% | +40.3% | -36.5% | -2.6% |
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