-17.1%
CTSH vs TRV
+154.4%
-171.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.0% |
| 7D | -8.2% | +0.2% | -8.4% | -8.2% |
| 30D | +0.4% | -2.3% | +2.7% | +1.3% |
| 3M | +10.6% | +22.7% | -12.1% | +2.1% |
| 6M | -8.8% | +21.9% | -30.8% | -15.8% |
| YTD | -28.6% | +27.5% | -56.1% | -35.2% |
| 1Y | -15.9% | +36.2% | -52.2% | -25.7% |
| 3Y | -13.9% | +140.6% | -154.5% | -40.2% |
| 5Y | -17.1% | +154.5% | -171.6% | -45.2% |
| All | -17.1% | +154.4% | -171.5% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 5y: compounded portfolio wealth divided by compounded TRV 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…
5y analysis · Full analysis span regression · 6 months rolling