+389.5%
CRWD vs TSLL
-54.2%
+443.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +10.9% | -5.5% | +3.6% |
| 7D | -5.5% | -14.3% | +8.8% | -3.3% |
| 30D | -16.9% | -6.2% | -10.7% | -16.4% |
| 3M | +6.6% | +21.2% | -14.6% | +2.4% |
| 6M | +73.2% | -36.6% | +109.8% | +80.0% |
| YTD | +95.1% | -47.8% | +142.8% | +106.6% |
| 1Y | +69.4% | -45.2% | +114.6% | +76.9% |
| 3Y | +379.3% | -3.3% | +382.6% | +274.8% |
| All | +389.5% | -54.2% | +443.7% | +348.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling