+106.9%
CTSH vs TRGP
+2,231.3%
-2,124.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.4% |
| 7D | -2.7% | +0.8% | -3.5% | -2.8% |
| 30D | +12.4% | +11.5% | +0.9% | +10.1% |
| 3M | +17.4% | +9.0% | +8.4% | +15.2% |
| 6M | -3.1% | +20.5% | -23.6% | -6.8% |
| YTD | -23.6% | +59.5% | -83.1% | -30.2% |
| 1Y | -10.8% | +77.9% | -88.7% | -20.3% |
| 3Y | -8.3% | +253.6% | -261.9% | -28.4% |
| 5Y | -11.3% | +615.5% | -626.8% | -39.5% |
| 10Y | +22.6% | +897.1% | -874.5% | -30.4% |
| All | +106.9% | +2,231.3% | -2,124.4% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling