-85.4%
TTD vs CTSH
-11.9%
-73.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.7% | +2.9% |
| 7D | +5.2% | -0.6% | +5.8% | +5.5% |
| 30D | +6.9% | +13.4% | -6.5% | -3.4% |
| 3M | -26.8% | +14.4% | -41.3% | -34.9% |
| 6M | -46.1% | +27.7% | -73.9% | -56.7% |
| YTD | -65.9% | -20.6% | -45.3% | -60.1% |
| 1Y | -71.8% | -9.1% | -62.7% | -70.7% |
| 3Y | -83.3% | +3.1% | -86.4% | -85.2% |
| All | -85.4% | -11.9% | -73.6% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling