+1,333.1%
CRWD vs TD
+181.7%
+1,151.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.6% |
| 7D | +2.2% | -1.9% | +4.1% | +3.0% |
| 30D | -7.7% | -1.6% | -6.1% | -7.0% |
| 3M | +28.9% | +4.6% | +24.3% | +26.8% |
| 6M | +91.5% | +26.8% | +64.6% | +73.6% |
| YTD | +77.3% | +28.3% | +49.0% | +60.0% |
| 1Y | +96.3% | +60.4% | +35.8% | +61.5% |
| 3Y | +394.5% | +125.7% | +268.8% | +249.1% |
| 5Y | +213.5% | +122.4% | +91.1% | +125.1% |
| All | +1,333.1% | +181.7% | +1,151.4% | +823.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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