+34,247.0%
CTSH vs TXT
+193.3%
+34,053.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -2.7% | -4.8% | +2.1% | -0.9% |
| 30D | +12.4% | -10.6% | +23.0% | +17.2% |
| 3M | +17.4% | -13.2% | +30.5% | +23.0% |
| 6M | -3.1% | -20.3% | +17.3% | +4.5% |
| YTD | -23.6% | -9.3% | -14.3% | -22.0% |
| 1Y | -10.8% | -2.7% | -8.1% | -11.6% |
| 3Y | -8.3% | +1.4% | -9.7% | -11.8% |
| 5Y | -11.3% | +9.6% | -20.9% | -18.3% |
| 10Y | +22.6% | +94.9% | -72.3% | -17.1% |
| All | +34,247.0% | +193.3% | +34,053.7% | +12,995.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling