-17.1%
CTSH vs TXG
-63.6%
+46.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.6% | -5.4% | -3.1% |
| 7D | -8.2% | +9.1% | -17.4% | -9.1% |
| 30D | +0.4% | +14.9% | -14.5% | -1.2% |
| 3M | +10.6% | +120.0% | -109.4% | +0.2% |
| 6M | -8.8% | +221.8% | -230.6% | -21.7% |
| YTD | -28.6% | +312.6% | -341.2% | -40.7% |
| 1Y | -15.9% | +398.4% | -414.4% | -32.4% |
| 3Y | -13.9% | +42.1% | -56.0% | -23.4% |
| 5Y | -17.1% | -63.5% | +46.4% | -20.1% |
| All | -17.1% | -63.6% | +46.5% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling