+111.7%
CTSH vs TRGP
+2,291.1%
-2,179.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | -4.2% | +9.0% | -13.2% | -5.6% |
| 30D | +3.9% | +1.5% | +2.4% | +3.4% |
| 3M | +10.2% | +10.7% | -0.5% | +7.8% |
| 6M | +35.3% | +17.1% | +18.2% | +30.6% |
| YTD | -21.8% | +63.6% | -85.4% | -29.1% |
| 1Y | -12.1% | +77.0% | -89.1% | -21.5% |
| 3Y | +2.0% | +273.2% | -271.1% | -21.2% |
| 5Y | -15.3% | +508.6% | -523.9% | -40.7% |
| 10Y | +35.7% | +817.8% | -782.1% | -21.9% |
| All | +111.7% | +2,291.1% | -2,179.4% | -37.5% |
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