+550.5%
TTD vs CTSH
+39.1%
+511.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -1.7% | +17.2% | +16.7% |
| 7D | +19.0% | -2.3% | +21.3% | +20.5% |
| 30D | +23.6% | +7.4% | +16.2% | +15.9% |
| 3M | +8.2% | +10.9% | -2.7% | -1.5% |
| 6M | -35.3% | +24.7% | -60.0% | -47.2% |
| YTD | -60.7% | -22.0% | -38.7% | -54.5% |
| 1Y | -65.3% | -11.2% | -54.1% | -63.9% |
| 3Y | -80.6% | +3.9% | -84.4% | -82.6% |
| 5Y | -84.6% | -13.9% | -70.7% | -83.8% |
| 10Y | +550.5% | +37.8% | +512.8% | +512.2% |
| All | +550.5% | +39.1% | +511.5% | +512.2% |
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