+468.5%
TXN vs CTSH
+34.5%
+434.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | +9.5% | -2.1% | +11.6% | +10.3% |
| 30D | +8.7% | +1.4% | +7.3% | +7.0% |
| 3M | +11.6% | +7.5% | +4.1% | +6.0% |
| 6M | +0.1% | +39.6% | -39.5% | -18.7% |
| YTD | +78.8% | -22.3% | +101.1% | +94.0% |
| 1Y | +91.2% | -12.0% | +103.2% | +92.9% |
| 3Y | +125.8% | +1.8% | +124.0% | +107.6% |
| 5Y | +83.8% | -15.8% | +99.6% | +84.0% |
| All | +468.5% | +34.5% | +434.0% | +354.2% |
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