+328.6%
TMO vs CTSH
+24.9%
+303.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | 0.0% |
| 7D | -0.6% | -3.7% | +3.1% | +0.7% |
| 30D | +1.1% | +3.7% | -2.6% | -0.4% |
| 3M | +28.3% | +17.9% | +10.4% | +18.9% |
| 6M | +23.3% | -2.6% | +25.9% | +23.0% |
| YTD | +5.5% | -26.4% | +31.9% | +16.9% |
| 1Y | +24.5% | -13.0% | +37.6% | +28.6% |
| 3Y | +19.6% | -11.2% | +30.8% | +21.3% |
| 5Y | +8.1% | -14.3% | +22.4% | +8.7% |
| All | +328.6% | +24.9% | +303.7% | +286.6% |
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