-10.8%
CTSH vs TSLQ
-50.5%
+39.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +12.0% | -15.6% | -3.7% |
| 7D | -2.7% | -5.8% | +3.1% | -2.6% |
| 30D | +12.4% | -22.1% | +34.5% | +13.0% |
| 3M | +17.4% | +10.1% | +7.3% | +17.4% |
| 6M | -3.1% | -6.8% | +3.7% | -3.3% |
| YTD | -23.6% | +8.5% | -32.1% | -23.4% |
| 1Y | -10.8% | -49.7% | +38.9% | -12.3% |
| All | -10.8% | -50.5% | +39.7% | -12.3% |
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