-6.1%
CTSH vs TOST
-47.1%
+41.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +1.8% | +3.0% | -1.1% | +1.3% |
| 30D | +9.8% | +10.3% | -0.5% | +7.9% |
| 3M | +12.1% | -3.3% | +15.4% | +12.6% |
| 6M | +27.4% | +37.8% | -10.4% | +20.4% |
| YTD | -20.3% | -2.8% | -17.5% | -20.7% |
| 1Y | -8.8% | -9.6% | +0.8% | -8.3% |
| 3Y | +4.0% | +144.6% | -140.6% | -11.5% |
| 5Y | -12.2% | -31.0% | +18.8% | -21.0% |
| All | -6.1% | -47.1% | +41.0% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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