-14.8%
CTSH vs TRGP
+631.5%
-646.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.5% | -5.3% | -4.1% |
| 7D | -5.5% | -0.6% | -4.9% | -5.4% |
| 30D | +4.5% | +14.6% | -10.1% | +1.7% |
| 3M | +13.7% | +11.9% | +1.8% | +10.8% |
| 6M | -8.4% | +25.3% | -33.7% | -13.2% |
| YTD | -26.5% | +61.9% | -88.4% | -34.4% |
| 1Y | -13.9% | +87.3% | -101.2% | -26.0% |
| 3Y | -11.3% | +268.0% | -279.3% | -37.0% |
| 5Y | -14.8% | +638.2% | -653.1% | -51.0% |
| All | -14.8% | +631.5% | -646.3% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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