+218.9%
CRWD vs TFC
+14.0%
+204.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | -2.8% | -2.5% | -0.4% | -2.0% |
| 30D | -5.9% | -2.8% | -3.0% | -5.0% |
| 3M | +29.0% | +2.1% | +26.8% | +27.7% |
| 6M | +91.5% | +10.1% | +81.4% | +83.4% |
| YTD | +78.2% | +5.4% | +72.8% | +73.1% |
| 1Y | +96.6% | +16.3% | +80.3% | +83.6% |
| 3Y | +397.0% | +95.9% | +301.2% | +281.4% |
| 5Y | +218.9% | +16.0% | +202.9% | +192.5% |
| All | +218.9% | +14.0% | +204.9% | +192.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling