+251.9%
CRWD vs TOST
-46.7%
+298.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.1% | +5.3% |
| 7D | -5.5% | +4.0% | -9.5% | -6.9% |
| 30D | -16.9% | +11.1% | -27.9% | -20.5% |
| 3M | +6.6% | +0.8% | +5.8% | +5.1% |
| 6M | +73.2% | +38.8% | +34.4% | +50.1% |
| YTD | +95.1% | -2.1% | +97.1% | +90.8% |
| 1Y | +69.4% | -6.0% | +75.4% | +67.8% |
| 3Y | +379.3% | +149.8% | +229.5% | +203.6% |
| 5Y | +211.9% | -42.8% | +254.6% | +146.3% |
| All | +251.9% | -46.7% | +298.6% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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