+380.0%
CRWD vs TSCO
-19.8%
+399.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -3.0% | -5.7% | +2.7% | -2.1% |
| 30D | -6.8% | -8.8% | +2.0% | -5.4% |
| 3M | +19.6% | +6.3% | +13.3% | +18.1% |
| 6M | +87.1% | -32.3% | +119.3% | +100.2% |
| YTD | +76.4% | -32.7% | +109.1% | +88.5% |
| 1Y | +90.8% | -43.7% | +134.5% | +114.4% |
| 3Y | +380.0% | -19.7% | +399.6% | +358.7% |
| All | +380.0% | -19.8% | +399.8% | +358.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 3y: compounded portfolio wealth divided by compounded TSCO 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…
3y analysis · Full analysis span regression · 6 months rolling