+1,325.8%
CRWD vs TSEM
+1,276.2%
+49.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.5% |
| 7D | -3.0% | -4.9% | +1.9% | -1.7% |
| 30D | -6.8% | -18.7% | +12.0% | -1.8% |
| 3M | +19.6% | -18.1% | +37.7% | +22.4% |
| 6M | +87.1% | +77.1% | +10.0% | +43.4% |
| YTD | +76.4% | +80.1% | -3.7% | +31.5% |
| 1Y | +90.8% | +220.4% | -129.6% | +13.3% |
| 3Y | +380.0% | +650.1% | -270.1% | +98.3% |
| 5Y | +215.6% | +628.9% | -413.2% | +30.0% |
| All | +1,325.8% | +1,276.2% | +49.6% | +320.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling