+80.6%
CRWD vs TSLL
-48.4%
+128.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.3% | +4.8% | -0.3% |
| 7D | -9.6% | -9.4% | -0.2% | -7.9% |
| 30D | -11.6% | +1.6% | -13.2% | -12.1% |
| 3M | +14.1% | +29.4% | -15.3% | +8.0% |
| 6M | +105.4% | -20.1% | +125.6% | +103.4% |
| YTD | +105.6% | -44.5% | +150.1% | +113.5% |
| 1Y | +80.6% | -46.0% | +126.6% | +86.8% |
| All | +80.6% | -48.4% | +128.9% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 1y: compounded portfolio wealth divided by compounded TSLL 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…
1y analysis · Full analysis span regression · 6 months rolling