-13.8%
CTSH vs TSLQ
-49.1%
+35.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.2% |
| 7D | -9.8% | +5.7% | -15.5% | -9.8% |
| 30D | +0.1% | -21.1% | +21.2% | +0.5% |
| 3M | +13.2% | -11.5% | +24.7% | +13.3% |
| 6M | -6.2% | -14.9% | +8.7% | -6.5% |
| YTD | -28.5% | +2.4% | -30.9% | -28.2% |
| 1Y | -13.8% | -49.8% | +36.0% | -13.8% |
| All | -13.8% | -49.1% | +35.3% | -13.8% |
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