+35.7%
CTSH vs TRMB
+103.0%
-67.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -4.2% | +4.1% | -8.3% | -5.9% |
| 30D | +3.9% | -7.0% | +10.9% | +5.7% |
| 3M | +10.2% | -0.9% | +11.1% | +9.0% |
| 6M | +35.3% | -1.2% | +36.5% | +34.0% |
| YTD | -21.8% | -28.7% | +6.9% | -11.4% |
| 1Y | -12.1% | -32.1% | +19.9% | +1.4% |
| 3Y | +2.0% | +33.4% | -31.4% | -13.2% |
| 5Y | -15.3% | -35.6% | +20.3% | -5.3% |
| All | +35.7% | +103.0% | -67.3% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling