+3,712.1%
CTSH vs TRI
+561.6%
+3,150.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.4% | +1.8% | -0.6% |
| 7D | -2.7% | -0.5% | -2.2% | -2.5% |
| 30D | +12.4% | +7.9% | +4.5% | +7.5% |
| 3M | +17.4% | +24.1% | -6.7% | +3.0% |
| 6M | -3.1% | +3.8% | -6.9% | -7.0% |
| YTD | -23.6% | -16.9% | -6.7% | -18.0% |
| 1Y | -10.8% | -38.4% | +27.6% | +12.5% |
| 3Y | -8.3% | -12.2% | +3.9% | -8.5% |
| 5Y | -11.3% | -1.8% | -9.5% | -18.5% |
| 10Y | +22.6% | +207.6% | -185.0% | -43.9% |
| All | +3,712.1% | +561.6% | +3,150.5% | +1,065.6% |
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