+206.6%
CRWD vs TOST
-38.4%
+245.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.4% |
| 7D | -13.4% | +9.4% | -22.8% | -16.5% |
| 30D | -18.3% | +13.5% | -31.8% | -22.6% |
| 3M | +4.6% | -0.1% | +4.7% | +3.4% |
| 6M | +85.4% | +22.5% | +62.9% | +66.5% |
| YTD | +85.1% | -2.4% | +87.4% | +81.0% |
| 1Y | +62.9% | -4.7% | +67.6% | +60.4% |
| 3Y | +364.5% | +103.2% | +261.3% | +210.8% |
| All | +206.6% | -38.4% | +245.1% | +164.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling