+1,340.4%
CRWD vs TMF
-85.3%
+1,425.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.7% |
| 7D | -2.8% | -4.8% | +1.9% | -2.6% |
| 30D | -5.9% | -4.9% | -1.0% | -5.7% |
| 3M | +29.0% | -13.4% | +42.4% | +29.8% |
| 6M | +91.5% | -23.0% | +114.5% | +93.5% |
| YTD | +78.2% | -20.2% | +98.4% | +79.8% |
| 1Y | +96.6% | -26.5% | +123.1% | +98.9% |
| 3Y | +397.0% | -45.2% | +442.2% | +403.0% |
| 5Y | +218.9% | -88.4% | +307.3% | +232.8% |
| All | +1,340.4% | -85.3% | +1,425.7% | +1,335.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TMF 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling