+228.0%
CRWD vs TOST
-48.0%
+276.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -2.4% | -3.4% | +1.0% | -1.2% |
| 30D | +1.5% | -2.4% | +4.0% | +1.9% |
| 3M | +18.5% | +34.6% | -16.1% | +4.8% |
| 6M | +109.1% | +15.2% | +93.9% | +93.8% |
| YTD | +81.8% | -4.4% | +86.2% | +80.5% |
| 1Y | +106.7% | -17.4% | +124.1% | +114.7% |
| 3Y | +428.7% | +54.5% | +374.2% | +304.1% |
| All | +228.0% | -48.0% | +276.0% | +171.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling