-35.3%
TSLL vs CTSH
-8.2%
-27.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.6% | -8.2% | -10.0% |
| 7D | +1.9% | -2.7% | +4.6% | +3.7% |
| 30D | +17.8% | +12.4% | +5.4% | +12.1% |
| 3M | -37.0% | +17.4% | -54.4% | -41.1% |
| 6M | -37.7% | -3.1% | -34.6% | -31.9% |
| YTD | -51.4% | -23.6% | -27.8% | -33.5% |
| 1Y | -23.4% | -10.8% | -12.5% | -15.3% |
| All | -35.3% | -8.2% | -27.1% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling