+25.4%
TMO vs CTSH
-7.5%
+32.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -1.9% | +0.6% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | +4.3% | +13.1% | -8.7% | +1.6% |
| 3M | +25.1% | +17.9% | +7.3% | +20.3% |
| 6M | +52.9% | +28.5% | +24.4% | +44.9% |
| YTD | +22.2% | -19.3% | +41.5% | +33.0% |
| 1Y | +25.4% | -7.6% | +33.0% | +28.1% |
| All | +25.4% | -7.5% | +32.9% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling