+1,753.6%
TSM vs CTSH
+18.8%
+1,734.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.8% | +6.2% | +3.7% |
| 7D | +6.0% | -5.5% | +11.5% | +8.0% |
| 30D | +4.5% | +4.5% | 0.0% | +2.5% |
| 3M | +3.1% | +13.7% | -10.6% | -3.7% |
| 6M | +30.2% | -8.4% | +38.6% | +32.2% |
| YTD | +45.2% | -26.5% | +71.7% | +60.9% |
| 1Y | +79.6% | -13.9% | +93.5% | +83.8% |
| 3Y | +411.0% | -11.3% | +422.3% | +408.4% |
| 5Y | +290.7% | -14.8% | +305.6% | +290.2% |
| 10Y | +1,753.6% | +22.5% | +1,731.1% | +1,504.9% |
| All | +1,753.6% | +18.8% | +1,734.8% | +1,504.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling