+6.0%
CTSH vs TSLQ
-97.8%
+103.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.4% | -0.5% |
| 7D | -2.1% | -16.8% | +14.7% | -2.9% |
| 30D | +1.4% | -18.0% | +19.3% | +0.6% |
| 3M | +7.5% | -34.5% | +41.9% | +5.8% |
| 6M | +39.6% | -8.9% | +48.5% | +40.9% |
| YTD | -22.3% | -19.0% | -3.3% | -21.6% |
| 1Y | -12.0% | -38.2% | +26.3% | -12.5% |
| 3Y | +1.8% | -96.9% | +98.7% | -9.2% |
| All | +6.0% | -97.8% | +103.8% | -2.0% |
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