+247.5%
CRWD vs TOST
-47.1%
+294.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -7.7% | +3.0% | -10.7% | -8.8% |
| 30D | -17.9% | +10.3% | -28.2% | -21.3% |
| 3M | +0.3% | -3.3% | +3.5% | +0.4% |
| 6M | +71.1% | +37.8% | +33.3% | +48.7% |
| YTD | +92.6% | -2.8% | +95.4% | +88.9% |
| 1Y | +62.0% | -9.6% | +71.6% | +62.8% |
| 3Y | +360.0% | +144.6% | +215.4% | +193.7% |
| 5Y | +220.7% | -31.0% | +251.7% | +148.9% |
| All | +247.5% | -47.1% | +294.6% | +183.6% |
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