+3.5%
CTSH vs TXG
+27.0%
-23.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +2.5% |
| 7D | -3.7% | +9.5% | -13.2% | -4.9% |
| 30D | +3.7% | +18.8% | -15.1% | +1.3% |
| 3M | +17.9% | +136.1% | -118.2% | +4.1% |
| 6M | -2.6% | +235.2% | -237.9% | -18.9% |
| YTD | -26.4% | +320.5% | -346.9% | -40.8% |
| 1Y | -13.0% | +425.2% | -438.2% | -33.0% |
| 3Y | -11.2% | +42.9% | -54.1% | -22.0% |
| 5Y | -14.3% | -62.8% | +48.5% | -11.0% |
| All | +3.5% | +27.0% | -23.5% | -21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling