+256.7%
CRWD vs TOST
-27.7%
+284.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -2.7% |
| 7D | +4.5% | 0.0% | +4.4% | +4.4% |
| 30D | -9.1% | +16.2% | -25.3% | -14.8% |
| 3M | +0.5% | -1.5% | +2.0% | -0.2% |
| 6M | +61.1% | +55.3% | +5.8% | +32.8% |
| YTD | +93.4% | -2.3% | +95.7% | +89.0% |
| 1Y | +71.1% | -5.5% | +76.6% | +68.9% |
| 3Y | +351.1% | +151.1% | +199.9% | +176.4% |
| All | +256.7% | -27.7% | +284.4% | +195.8% |
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