+1,333.1%
CRWD vs TMF
-84.7%
+1,417.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.0% |
| 7D | +2.2% | -0.9% | +3.0% | +2.2% |
| 30D | -7.7% | -1.0% | -6.7% | -7.7% |
| 3M | +28.9% | -11.3% | +40.2% | +29.5% |
| 6M | +91.5% | -22.7% | +114.2% | +93.5% |
| YTD | +77.3% | -17.3% | +94.7% | +78.6% |
| 1Y | +96.3% | -22.5% | +118.7% | +98.1% |
| 3Y | +394.5% | -43.2% | +437.7% | +399.6% |
| 5Y | +213.5% | -88.3% | +301.8% | +226.9% |
| All | +1,333.1% | -84.7% | +1,417.9% | +1,326.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling