-15.8%
CTSH vs TYL
-23.0%
+7.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | -2.1% | +0.8% | -3.0% | -2.5% |
| 30D | +1.4% | +21.1% | -19.7% | -7.2% |
| 3M | +7.5% | +28.9% | -21.5% | -4.2% |
| 6M | +39.6% | +42.0% | -2.5% | +19.4% |
| YTD | -22.3% | -6.6% | -15.7% | -22.3% |
| 1Y | -12.0% | -9.1% | -2.9% | -11.1% |
| 3Y | +1.8% | +1.8% | 0.0% | -3.4% |
| All | -15.8% | -23.0% | +7.2% | -12.7% |
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