-10.0%
CTSH vs TOST
-48.0%
+38.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -2.7% | -3.4% | +0.7% | -2.1% |
| 30D | +12.4% | -2.4% | +14.8% | +12.8% |
| 3M | +17.4% | +34.6% | -17.2% | +11.4% |
| 6M | -3.1% | +15.2% | -18.3% | -5.9% |
| YTD | -23.6% | -4.4% | -19.2% | -23.7% |
| 1Y | -10.8% | -17.4% | +6.6% | -9.3% |
| 3Y | -8.3% | +54.5% | -62.8% | -16.9% |
| All | -10.0% | -48.0% | +38.0% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling