+21,619.4%
TSM vs CTSH
+34,247.0%
-12,627.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.6% | +6.5% | +3.9% |
| 7D | +2.7% | -2.7% | +5.4% | +3.5% |
| 30D | +3.6% | +12.4% | -8.8% | -0.2% |
| 3M | -3.4% | +17.4% | -20.7% | -9.9% |
| 6M | +20.6% | -3.1% | +23.7% | +18.2% |
| YTD | +41.9% | -23.6% | +65.4% | +48.6% |
| 1Y | +84.4% | -10.8% | +95.2% | +83.4% |
| 3Y | +380.2% | -8.3% | +388.5% | +370.7% |
| 5Y | +275.3% | -11.3% | +286.7% | +269.7% |
| 10Y | +1,751.4% | +22.6% | +1,728.8% | +1,508.6% |
| All | +21,619.4% | +34,247.0% | -12,627.6% | +5,548.6% |
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