+275.3%
TMUS vs CTSH
+239.5%
+35.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.9% |
| 7D | +3.6% | -0.6% | +4.2% | +3.8% |
| 30D | -3.4% | +13.4% | -16.8% | -7.7% |
| 3M | -9.5% | +14.4% | -23.9% | -14.3% |
| 6M | -15.2% | +27.7% | -42.9% | -23.9% |
| YTD | -18.9% | -20.6% | +1.7% | -14.5% |
| 1Y | -17.7% | -9.1% | -8.6% | -17.7% |
| 3Y | +15.6% | +3.1% | +12.6% | +7.8% |
| 5Y | +38.9% | -11.8% | +50.7% | +34.0% |
| 10Y | +245.3% | +42.7% | +202.6% | +158.1% |
| All | +275.3% | +239.5% | +35.8% | +47.8% |
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