-3.8%
CTSH vs TOST
-46.1%
+42.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.3% |
| 7D | +6.4% | +11.6% | -5.2% | +4.3% |
| 30D | +16.3% | +16.2% | +0.1% | +13.2% |
| 3M | +20.0% | +1.0% | +19.0% | +19.6% |
| 6M | +29.9% | +23.2% | +6.7% | +24.7% |
| YTD | -18.4% | -1.0% | -17.4% | -19.0% |
| 1Y | -8.9% | -9.9% | +1.0% | -8.4% |
| 3Y | +6.0% | +101.0% | -95.0% | -7.5% |
| 5Y | -9.3% | -40.4% | +31.1% | -18.2% |
| All | -3.8% | -46.1% | +42.3% | -12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling