+9.3%
CTSH vs TXG
+7.8%
+1.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -2.1% | -1.8% | -0.3% | -2.0% |
| 30D | +1.4% | -20.4% | +21.8% | +3.2% |
| 3M | +7.5% | +0.1% | +7.4% | +5.4% |
| 6M | +39.6% | +176.2% | -136.6% | +17.8% |
| YTD | -22.3% | +256.8% | -279.1% | -37.3% |
| 1Y | -12.0% | +255.9% | -267.9% | -29.1% |
| 3Y | +1.8% | +60.2% | -58.4% | -13.7% |
| 5Y | -15.8% | -65.1% | +49.2% | -13.6% |
| All | +9.3% | +7.8% | +1.5% | -16.6% |
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