+18,962.8%
TSM vs CTSH
+35,575.5%
-16,612.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.7% | +9.1% | +7.1% |
| 7D | -7.6% | -0.6% | -7.0% | -7.5% |
| 30D | -20.5% | +13.4% | -33.9% | -24.1% |
| 3M | -10.0% | +14.4% | -24.4% | -14.9% |
| 6M | -10.1% | +27.7% | -37.8% | -19.7% |
| YTD | +24.5% | -20.6% | +45.1% | +27.3% |
| 1Y | +31.2% | -9.1% | +40.3% | +28.4% |
| 3Y | +322.0% | +3.1% | +318.9% | +294.2% |
| 5Y | +245.3% | -11.8% | +257.0% | +236.3% |
| 10Y | +1,465.8% | +42.7% | +1,423.1% | +1,190.9% |
| All | +18,962.8% | +35,575.5% | -16,612.7% | +4,738.8% |
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