+21.0%
CTSH vs TRMB
+113.5%
-92.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.5% | -1.9% |
| 7D | -8.2% | -2.9% | -5.3% | -7.0% |
| 30D | +0.4% | -1.8% | +2.2% | +1.2% |
| 3M | +10.6% | +8.4% | +2.2% | +7.0% |
| 6M | -8.8% | -18.5% | +9.7% | -0.8% |
| YTD | -28.6% | -26.7% | -1.9% | -18.9% |
| 1Y | -15.9% | -28.3% | +12.4% | -4.0% |
| 3Y | -13.9% | +12.6% | -26.5% | -20.7% |
| 5Y | -17.1% | -38.7% | +21.6% | -4.6% |
| 10Y | +21.0% | +120.8% | -99.8% | -9.2% |
| All | +21.0% | +113.5% | -92.5% | -9.2% |
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