-6.5%
CTSH vs TOST
-46.9%
+40.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.5% |
| 7D | -0.6% | +9.4% | -10.0% | -2.2% |
| 30D | +13.4% | +13.5% | -0.1% | +10.9% |
| 3M | +14.4% | -0.1% | +14.6% | +14.3% |
| 6M | +27.7% | +22.5% | +5.3% | +22.8% |
| YTD | -20.6% | -2.4% | -18.2% | -21.1% |
| 1Y | -9.1% | -4.7% | -4.4% | -9.4% |
| 3Y | +3.1% | +103.2% | -100.1% | -10.1% |
| 5Y | -11.8% | -41.2% | +29.5% | -20.2% |
| All | -6.5% | -46.9% | +40.4% | -14.7% |
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