+520.1%
TTD vs CTSH
+36.8%
+483.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +4.3% |
| 7D | +20.8% | -2.1% | +22.8% | +22.2% |
| 30D | +33.8% | +8.0% | +25.9% | +25.1% |
| 3M | +17.8% | +10.6% | +7.3% | +7.6% |
| 6M | -25.7% | +32.5% | -58.3% | -42.2% |
| YTD | -57.9% | -21.0% | -36.9% | -51.8% |
| 1Y | -63.8% | -9.9% | -53.9% | -62.7% |
| 3Y | -75.0% | +3.1% | -78.2% | -77.4% |
| 5Y | -82.5% | -13.4% | -69.1% | -81.7% |
| All | +520.1% | +36.8% | +483.3% | +472.4% |
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