-7.6%
CTSH vs TSLQ
-17.8%
+10.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.4% | -3.4% | +2.8% |
| 7D | -0.9% | +9.8% | -10.7% | -1.3% |
| 30D | +13.1% | -6.0% | +19.1% | +13.2% |
| 3M | +17.9% | -35.0% | +52.9% | +19.4% |
| 6M | +28.5% | -24.9% | +53.4% | +27.9% |
| YTD | -19.3% | -12.7% | -6.6% | -19.0% |
| 1Y | -7.6% | -21.0% | +13.4% | -7.4% |
| All | -7.6% | -17.8% | +10.2% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling