+1,369.7%
CRWD vs TMF
-84.5%
+1,454.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | -2.4% | -1.4% | -1.0% | -2.4% |
| 30D | +1.5% | -2.8% | +4.4% | +1.7% |
| 3M | +18.5% | -10.9% | +29.4% | +19.1% |
| 6M | +109.1% | -21.3% | +130.4% | +111.1% |
| YTD | +81.8% | -15.9% | +97.7% | +83.0% |
| 1Y | +106.7% | -15.7% | +122.4% | +107.8% |
| 3Y | +428.7% | -43.4% | +472.0% | +434.2% |
| 5Y | +206.4% | -87.8% | +294.1% | +219.1% |
| All | +1,369.7% | -84.5% | +1,454.1% | +1,361.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling