+3.6%
CTSH vs TXG
+76.2%
-72.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -2.1% | -8.1% | +6.0% | -1.6% |
| 30D | +8.0% | -17.5% | +25.4% | +8.9% |
| 3M | +10.6% | +6.1% | +4.5% | +8.3% |
| 6M | +32.5% | +202.7% | -170.2% | +15.0% |
| YTD | -21.0% | +280.4% | -301.4% | -33.7% |
| 1Y | -9.9% | +274.0% | -283.9% | -24.5% |
| All | +3.6% | +76.2% | -72.6% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling