+96.3%
CRWD vs TMF
-23.1%
+119.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.6% |
| 3M | +28.9% | -11.3% | +40.2% | +29.3% |
| 6M | +91.5% | -22.7% | +114.2% | +87.8% |
| YTD | +77.3% | -17.3% | +94.7% | +76.3% |
| 1Y | +96.3% | -22.5% | +118.7% | +96.6% |
| All | +96.3% | -23.1% | +119.3% | +96.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling