+35,575.5%
CTSH vs TXT
+209.9%
+35,365.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.8% | -2.0% |
| 7D | -0.6% | -2.5% | +1.9% | +0.3% |
| 30D | +13.4% | +14.4% | -1.0% | +6.9% |
| 3M | +14.4% | -4.9% | +19.4% | +15.7% |
| 6M | +27.7% | -10.2% | +37.9% | +31.0% |
| YTD | -20.6% | -4.1% | -16.5% | -21.3% |
| 1Y | -9.1% | +4.0% | -13.1% | -12.8% |
| 3Y | +3.1% | +8.0% | -4.9% | -3.8% |
| 5Y | -11.8% | +8.4% | -20.2% | -18.9% |
| 10Y | +42.7% | +116.6% | -73.9% | -8.0% |
| All | +35,575.5% | +209.9% | +35,365.5% | +13,113.9% |
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