+90.8%
CRWD vs TFC
+16.6%
+74.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.0% |
| 7D | -3.0% | -2.4% | -0.6% | -2.9% |
| 30D | -6.8% | -3.4% | -3.4% | -6.4% |
| 3M | +19.6% | +0.4% | +19.2% | +19.7% |
| 6M | +87.1% | +12.7% | +74.4% | +83.0% |
| YTD | +76.4% | +5.6% | +70.8% | +75.8% |
| 1Y | +90.8% | +16.0% | +74.8% | +87.1% |
| All | +90.8% | +16.6% | +74.3% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling