+216.7%
CRWD vs TMF
-87.6%
+304.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -2.3% | +1.0% | -3.3% | -2.4% |
| 30D | -2.1% | -1.8% | -0.2% | -2.0% |
| 3M | +27.5% | -8.2% | +35.8% | +28.1% |
| 6M | +95.8% | -19.5% | +115.3% | +98.0% |
| YTD | +79.2% | -16.0% | +95.2% | +80.7% |
| 1Y | +96.3% | -22.5% | +118.7% | +98.6% |
| 3Y | +399.8% | -42.3% | +442.0% | +405.1% |
| 5Y | +216.7% | -87.7% | +304.4% | +226.1% |
| All | +216.7% | -87.6% | +304.4% | +226.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling