-24.9%
TSLL vs CTSH
+6.0%
-30.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +1.2% | -23.0% | -22.3% |
| 7D | -28.9% | +6.4% | -35.3% | -30.7% |
| 30D | -21.4% | +16.3% | -37.7% | -27.4% |
| 3M | +5.0% | +20.0% | -15.0% | -4.8% |
| 6M | -36.6% | +29.9% | -66.5% | -46.0% |
| YTD | -56.6% | -18.4% | -38.3% | -43.1% |
| 1Y | -60.9% | -8.9% | -52.0% | -55.8% |
| All | -24.9% | +6.0% | -30.9% | -27.0% |
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