+382.4%
CRWD vs TFC
+91.9%
+290.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | +2.2% | -1.3% | +3.5% | +2.6% |
| 30D | -7.7% | -2.3% | -5.4% | -7.0% |
| 3M | +28.9% | +2.5% | +26.4% | +27.4% |
| 6M | +91.5% | +9.5% | +82.0% | +83.3% |
| YTD | +77.3% | +5.1% | +72.3% | +72.2% |
| 1Y | +96.3% | +15.5% | +80.8% | +82.8% |
| All | +382.4% | +91.9% | +290.6% | +281.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling