+3,775.0%
CTSH vs TRI
+584.3%
+3,190.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | -2.1% | -2.9% | +0.8% | -0.5% |
| 30D | +1.4% | +3.7% | -2.3% | -1.1% |
| 3M | +7.5% | +3.7% | +3.7% | +4.5% |
| 6M | +39.6% | +35.1% | +4.4% | +15.7% |
| YTD | -22.3% | -14.0% | -8.3% | -18.6% |
| 1Y | -12.0% | -19.0% | +7.0% | -4.7% |
| 3Y | +1.8% | -12.0% | +13.8% | +1.2% |
| 5Y | -15.8% | +0.6% | -16.5% | -24.0% |
| 10Y | +34.8% | +225.4% | -190.6% | -40.5% |
| All | +3,775.0% | +584.3% | +3,190.7% | +1,056.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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