+233.9%
CRWD vs TOST
-46.9%
+280.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.4% |
| 7D | -13.4% | +9.4% | -22.8% | -16.4% |
| 30D | -18.3% | +13.5% | -31.8% | -22.5% |
| 3M | +4.6% | -0.1% | +4.7% | +3.5% |
| 6M | +85.4% | +22.5% | +62.9% | +67.1% |
| YTD | +85.1% | -2.4% | +87.4% | +81.2% |
| 1Y | +62.9% | -4.7% | +67.6% | +60.5% |
| 3Y | +364.5% | +103.2% | +261.3% | +217.4% |
| 5Y | +217.3% | -41.2% | +258.5% | +150.4% |
| All | +233.9% | -46.9% | +280.7% | +172.0% |
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