+35,575.5%
CTSH vs TRMB
+1,867.6%
+33,707.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.0% |
| 7D | -0.6% | -16.7% | +16.1% | +4.5% |
| 30D | +13.4% | -9.9% | +23.3% | +16.2% |
| 3M | +14.4% | -7.6% | +22.0% | +16.3% |
| 6M | +27.7% | -14.7% | +42.4% | +33.3% |
| YTD | -20.6% | -30.9% | +10.3% | -11.5% |
| 1Y | -9.1% | -31.3% | +22.2% | +1.4% |
| 3Y | +3.1% | +29.4% | -26.3% | -7.1% |
| 5Y | -11.8% | -37.4% | +25.6% | -1.8% |
| 10Y | +42.7% | +109.2% | -66.5% | +5.6% |
| All | +35,575.5% | +1,867.6% | +33,707.8% | +10,083.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling