-13.0%
CTSH vs TXG
+453.6%
-466.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +2.8% |
| 7D | -3.7% | +9.5% | -13.2% | -4.0% |
| 30D | +3.7% | +18.8% | -15.1% | +3.0% |
| 3M | +17.9% | +136.1% | -118.2% | +12.6% |
| 6M | -2.6% | +235.2% | -237.9% | -10.4% |
| YTD | -26.4% | +320.5% | -346.9% | -32.9% |
| 1Y | -13.0% | +425.2% | -438.2% | -21.4% |
| All | -13.0% | +453.6% | -466.6% | -21.4% |
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