+380.0%
CRWD vs TMO
+19.5%
+360.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | -3.0% | -0.6% | -2.3% | -2.8% |
| 30D | -6.8% | +1.1% | -7.9% | -7.1% |
| 3M | +19.6% | +28.3% | -8.7% | +12.3% |
| 6M | +87.1% | +23.3% | +63.8% | +77.2% |
| YTD | +76.4% | +5.5% | +71.0% | +74.1% |
| 1Y | +90.8% | +24.5% | +66.3% | +80.3% |
| 3Y | +380.0% | +19.6% | +360.4% | +310.7% |
| All | +380.0% | +19.5% | +360.5% | +310.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 3y: compounded portfolio wealth divided by compounded TMO 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…
3y analysis · Full analysis span regression · 6 months rolling