+2,237.0%
TMO vs CTSH
+31,981.4%
-29,744.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +1.1% |
| 7D | -0.5% | -8.2% | +7.7% | +1.4% |
| 30D | +1.0% | +0.4% | +0.6% | +0.8% |
| 3M | +22.7% | +10.6% | +12.1% | +19.1% |
| 6M | +19.0% | -8.8% | +27.8% | +20.4% |
| YTD | +4.7% | -28.6% | +33.3% | +11.4% |
| 1Y | +26.0% | -15.9% | +41.9% | +29.2% |
| 3Y | +18.0% | -13.9% | +31.9% | +20.0% |
| 5Y | +8.0% | -17.1% | +25.1% | +9.7% |
| 10Y | +333.8% | +21.0% | +312.8% | +300.3% |
| All | +2,237.0% | +31,981.4% | -29,744.4% | +788.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling