+23.0%
TMUS vs CTSH
+3.4%
+19.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +8.2% | -2.1% | +10.2% | +8.5% |
| 30D | +13.4% | +8.0% | +5.4% | +12.4% |
| 3M | -3.0% | +10.6% | -13.6% | -4.2% |
| 6M | -8.8% | +32.5% | -41.3% | -12.5% |
| YTD | -13.8% | -21.0% | +7.1% | -13.2% |
| 1Y | -17.1% | -9.9% | -7.2% | -18.5% |
| All | +23.0% | +3.4% | +19.6% | +23.7% |
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