-7.6%
CTSH vs TXG
+406.9%
-414.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.4% | -0.4% | +3.0% |
| 7D | -0.9% | -19.3% | +18.4% | -0.8% |
| 30D | +13.1% | -30.9% | +44.0% | +13.9% |
| 3M | +17.9% | +41.1% | -23.2% | +15.3% |
| 6M | +28.5% | +211.9% | -183.4% | +15.8% |
| YTD | -19.3% | +314.0% | -333.3% | -29.1% |
| 1Y | -7.6% | +405.4% | -413.0% | -19.9% |
| All | -7.6% | +406.9% | -414.5% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling