+15.6%
TMUS vs CTSH
+3.1%
+12.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.3% |
| 7D | +3.6% | -0.6% | +4.2% | +3.7% |
| 30D | -3.4% | +13.4% | -16.8% | -4.8% |
| 3M | -9.5% | +14.4% | -23.9% | -10.9% |
| 6M | -15.2% | +27.7% | -42.9% | -18.4% |
| YTD | -18.9% | -20.6% | +1.7% | -18.4% |
| 1Y | -17.7% | -9.1% | -8.6% | -19.2% |
| 3Y | +15.6% | +3.1% | +12.6% | +15.0% |
| All | +15.6% | +3.1% | +12.5% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling