-54.3%
TSLL vs CTSH
-11.5%
-42.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.7% | +11.4% | +8.0% |
| 7D | -21.2% | -0.6% | -20.6% | -21.2% |
| 30D | -13.3% | +13.4% | -26.7% | -11.2% |
| 3M | +15.4% | +14.4% | +1.0% | +19.1% |
| 6M | -34.2% | +27.7% | -62.0% | -27.1% |
| YTD | -52.9% | -20.6% | -32.3% | -46.0% |
| 1Y | -54.3% | -9.1% | -45.2% | -44.7% |
| All | -54.3% | -11.5% | -42.9% | -44.7% |
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