-17.1%
CTSH vs TW
+20.0%
-37.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -8.2% | -0.5% | -7.7% | -8.0% |
| 30D | +0.4% | -0.6% | +1.0% | +0.5% |
| 3M | +10.6% | +3.4% | +7.2% | +9.5% |
| 6M | -8.8% | -18.4% | +9.6% | -3.9% |
| YTD | -28.6% | -3.9% | -24.7% | -28.1% |
| 1Y | -15.9% | -13.3% | -2.6% | -13.1% |
| 3Y | -13.9% | +20.8% | -34.7% | -21.5% |
| 5Y | -17.1% | +20.3% | -37.4% | -26.0% |
| All | -17.1% | +20.0% | -37.1% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling