+96.3%
CRWD vs TSLL
-24.5%
+120.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.9% | -9.3% | -2.9% |
| 7D | -2.3% | +5.8% | -8.1% | -3.6% |
| 30D | -2.1% | +21.7% | -23.8% | -5.6% |
| 3M | +27.5% | -28.2% | +55.7% | +30.9% |
| 6M | +95.8% | -29.5% | +125.3% | +98.5% |
| YTD | +79.2% | -47.5% | +126.8% | +89.2% |
| 1Y | +96.3% | -20.8% | +117.0% | +106.3% |
| All | +96.3% | -24.5% | +120.8% | +106.3% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling