-2.6%
CTSH vs TSLQ
-97.3%
+94.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.0% | -2.9% |
| 7D | -8.2% | -8.0% | -0.2% | -8.5% |
| 30D | +0.4% | -23.8% | +24.2% | -0.7% |
| 3M | +10.6% | -7.0% | +17.6% | +11.1% |
| 6M | -8.8% | -17.1% | +8.3% | -8.7% |
| YTD | -28.6% | +0.1% | -28.7% | -27.4% |
| 1Y | -15.9% | -51.2% | +35.3% | -17.8% |
| 3Y | -13.9% | -95.9% | +82.0% | -21.4% |
| All | -2.6% | -97.3% | +94.7% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling