+382.4%
CRWD vs TLN
+483.9%
-101.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | +2.2% | +5.8% | -3.7% | +0.7% |
| 30D | -7.7% | -6.9% | -0.9% | -6.4% |
| 3M | +28.9% | -10.9% | +39.8% | +30.9% |
| 6M | +91.5% | -4.6% | +96.1% | +88.1% |
| YTD | +77.3% | -14.7% | +92.0% | +77.5% |
| 1Y | +96.3% | -17.9% | +114.2% | +97.8% |
| All | +382.4% | +483.9% | -101.4% | +165.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling