+223.3%
CRWD vs TOST
-49.0%
+272.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.7% |
| 7D | -2.3% | -0.9% | -1.5% | -2.1% |
| 30D | -2.1% | -3.5% | +1.4% | -1.3% |
| 3M | +27.5% | +38.1% | -10.6% | +11.5% |
| 6M | +95.8% | +9.9% | +85.9% | +84.8% |
| YTD | +79.2% | -6.3% | +85.5% | +79.2% |
| 1Y | +96.3% | -18.3% | +114.6% | +104.7% |
| 3Y | +399.8% | +59.7% | +340.0% | +277.0% |
| All | +223.3% | -49.0% | +272.3% | +169.0% |
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