-13.9%
CTSH vs TYL
-22.8%
+8.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.5% |
| 7D | -2.3% | +3.5% | -5.8% | -3.8% |
| 30D | +7.4% | +26.9% | -19.5% | -3.7% |
| 3M | +10.9% | +33.8% | -22.9% | -2.7% |
| 6M | +24.7% | +28.8% | -4.2% | +11.1% |
| YTD | -22.0% | -7.9% | -14.1% | -21.5% |
| 1Y | -11.2% | -9.8% | -1.4% | -9.9% |
| 3Y | +3.9% | +1.2% | +2.7% | -1.1% |
| 5Y | -13.9% | -22.8% | +8.9% | -11.0% |
| All | -13.9% | -22.8% | +8.9% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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