+390.5%
CRWD vs TSLL
-51.1%
+441.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.8% | -4.3% | +0.5% |
| 7D | -5.0% | +0.5% | -5.4% | -5.3% |
| 30D | -12.9% | +2.7% | -15.6% | -13.7% |
| 3M | +3.2% | +26.3% | -23.0% | -1.5% |
| 6M | +69.0% | -37.2% | +106.1% | +75.8% |
| YTD | +95.5% | -44.2% | +139.7% | +104.7% |
| 1Y | +64.6% | -44.0% | +108.5% | +71.2% |
| 3Y | +366.7% | 0.0% | +366.7% | +263.7% |
| All | +390.5% | -51.1% | +441.7% | +344.2% |
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