-20.7%
TLT vs CTSH
+18.8%
-39.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | -0.2% |
| 7D | +0.4% | -5.5% | +5.9% | +0.1% |
| 30D | -0.3% | +4.5% | -4.8% | 0.0% |
| 3M | -1.7% | +13.7% | -15.5% | -0.8% |
| 6M | -4.9% | -8.4% | +3.5% | -5.3% |
| YTD | -2.8% | -26.5% | +23.7% | -4.5% |
| 1Y | -4.2% | -13.9% | +9.7% | -4.7% |
| 3Y | -1.1% | -11.3% | +10.2% | -1.1% |
| 5Y | -33.7% | -14.8% | -18.9% | -33.7% |
| 10Y | -20.7% | +22.5% | -43.2% | -16.2% |
| All | -20.7% | +18.8% | -39.5% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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