+1,502.2%
TSM vs CTSH
+39.1%
+1,463.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.1% |
| 7D | -2.5% | -2.3% | -0.2% | -2.0% |
| 30D | -14.3% | +7.4% | -21.7% | -17.1% |
| 3M | -7.2% | +10.9% | -18.2% | -12.2% |
| 6M | -5.1% | +24.7% | -29.8% | -16.3% |
| YTD | +28.9% | -22.0% | +50.9% | +38.3% |
| 1Y | +37.1% | -11.2% | +48.2% | +37.8% |
| 3Y | +341.5% | +3.9% | +337.6% | +303.7% |
| 5Y | +245.7% | -13.9% | +259.6% | +240.5% |
| 10Y | +1,502.2% | +37.8% | +1,464.5% | +1,235.0% |
| All | +1,502.2% | +39.1% | +1,463.2% | +1,235.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling