+452.1%
CRWD vs TLN
+571.8%
-119.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +1.1% |
| 7D | -2.8% | +2.0% | -4.8% | -3.4% |
| 30D | -5.9% | -12.9% | +7.1% | -2.9% |
| 3M | +29.0% | -7.4% | +36.4% | +29.7% |
| 6M | +91.5% | -6.0% | +97.5% | +88.7% |
| YTD | +78.2% | -16.9% | +95.1% | +79.5% |
| 1Y | +96.6% | -22.6% | +119.3% | +101.6% |
| 3Y | +397.0% | +469.0% | -72.0% | +184.1% |
| All | +452.1% | +571.8% | -119.7% | +204.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling