-46.0%
TSLL vs CTSH
-7.5%
-38.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.1% | -9.4% | -5.8% |
| 7D | -9.4% | -0.9% | -8.6% | -9.5% |
| 30D | +1.6% | +13.1% | -11.5% | +3.6% |
| 3M | +29.4% | +17.9% | +11.5% | +33.8% |
| 6M | -20.1% | +28.5% | -48.6% | -11.9% |
| YTD | -44.5% | -19.3% | -25.2% | -34.0% |
| 1Y | -46.0% | -7.6% | -38.4% | -38.5% |
| All | -46.0% | -7.5% | -38.5% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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