+365.8%
TTD vs CTSH
+29.9%
+335.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.8% | +1.0% | -0.1% |
| 7D | +1.7% | -5.5% | +7.2% | +5.9% |
| 30D | +1.6% | +4.5% | -2.9% | -1.5% |
| 3M | -27.8% | +13.7% | -41.6% | -35.6% |
| 6M | -52.1% | -8.4% | -43.7% | -50.0% |
| YTD | -63.1% | -26.5% | -36.6% | -55.1% |
| 1Y | -73.1% | -13.9% | -59.1% | -71.1% |
| 3Y | -83.3% | -11.3% | -72.0% | -82.8% |
| 5Y | -80.6% | -14.8% | -65.8% | -79.0% |
| All | +365.8% | +29.9% | +335.9% | +375.0% |
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