+51.8%
TMUS vs CTSH
-16.1%
+67.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +4.9% | -2.1% | +7.0% | +5.3% |
| 30D | +7.7% | +1.4% | +6.3% | +7.4% |
| 3M | -6.8% | +7.5% | -14.2% | -8.2% |
| 6M | -9.7% | +39.6% | -49.2% | -16.0% |
| YTD | -15.0% | -22.3% | +7.4% | -11.6% |
| 1Y | -19.1% | -12.0% | -7.2% | -18.7% |
| 3Y | +21.4% | +1.8% | +19.6% | +15.9% |
| All | +51.8% | -16.1% | +67.9% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling