+7.5%
CTSH vs TXG
+16.0%
-8.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.5% |
| 7D | -2.7% | +1.8% | -4.5% | -2.9% |
| 30D | +12.4% | +32.0% | -19.6% | +8.1% |
| 3M | +17.4% | +87.0% | -69.6% | +6.9% |
| 6M | -3.1% | +180.1% | -183.1% | -17.2% |
| YTD | -23.6% | +284.1% | -307.7% | -37.7% |
| 1Y | -10.8% | +361.7% | -372.5% | -30.1% |
| 3Y | -8.3% | +15.9% | -24.2% | -17.0% |
| 5Y | -11.3% | -66.2% | +54.9% | -6.8% |
| All | +7.5% | +16.0% | -8.5% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling