+1,325.8%
CRWD vs TDG
+230.6%
+1,095.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.5% |
| 7D | -3.0% | -1.9% | -1.1% | -2.3% |
| 30D | -6.8% | -7.7% | +0.9% | -4.0% |
| 3M | +19.6% | -9.3% | +28.9% | +23.4% |
| 6M | +87.1% | -9.4% | +96.5% | +91.6% |
| YTD | +76.4% | -14.3% | +90.7% | +84.3% |
| 1Y | +90.8% | -11.8% | +102.6% | +96.6% |
| 3Y | +380.0% | +52.0% | +328.0% | +300.4% |
| 5Y | +215.6% | +128.8% | +86.8% | +128.7% |
| All | +1,325.8% | +230.6% | +1,095.2% | +946.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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