+22.5%
CTSH vs TXT
+98.4%
-75.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -4.1% |
| 7D | -5.5% | -0.2% | -5.3% | -5.4% |
| 30D | +4.5% | -11.1% | +15.6% | +9.4% |
| 3M | +13.7% | -13.0% | +26.7% | +19.3% |
| 6M | -8.4% | -16.2% | +7.8% | -3.0% |
| YTD | -26.5% | -8.7% | -17.8% | -25.3% |
| 1Y | -13.9% | -3.8% | -10.2% | -14.5% |
| 3Y | -11.3% | +5.5% | -16.8% | -16.9% |
| 5Y | -14.8% | +12.3% | -27.1% | -23.4% |
| 10Y | +22.5% | +97.4% | -74.9% | -20.6% |
| All | +22.5% | +98.4% | -75.9% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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