-60.3%
TSLL vs CTSH
+4.6%
-64.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +1.2% | -23.0% | -22.5% |
| 7D | -28.9% | +6.4% | -35.3% | -31.4% |
| 30D | -21.4% | +16.3% | -37.7% | -29.1% |
| 3M | +5.0% | +20.0% | -15.0% | -7.6% |
| 6M | -36.6% | +29.9% | -66.5% | -49.4% |
| YTD | -56.6% | -18.4% | -38.3% | -47.8% |
| 1Y | -60.9% | -8.9% | -52.0% | -58.6% |
| 3Y | -25.2% | +6.0% | -31.2% | -29.6% |
| All | -60.3% | +4.6% | -64.9% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling