-13.9%
CTSH vs TSLQ
-95.6%
+81.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.0% | -2.9% |
| 7D | -8.2% | -8.0% | -0.2% | -8.4% |
| 30D | +0.4% | -23.8% | +24.2% | -0.4% |
| 3M | +10.6% | -7.0% | +17.6% | +11.0% |
| 6M | -8.8% | -17.1% | +8.3% | -8.7% |
| YTD | -28.6% | +0.1% | -28.7% | -27.6% |
| 1Y | -15.9% | -51.2% | +35.3% | -17.4% |
| All | -13.9% | -95.6% | +81.8% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling