+73.6%
CRWD vs TSLL
-37.5%
+111.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | -0.4% |
| 7D | +5.8% | +33.0% | -27.1% | -0.6% |
| 30D | -12.0% | +7.7% | -19.7% | -13.8% |
| 3M | +3.6% | +34.7% | -31.1% | -3.1% |
| 6M | +68.3% | -31.5% | +99.9% | +70.6% |
| YTD | +96.2% | -42.4% | +138.5% | +101.1% |
| All | +73.6% | -37.5% | +111.0% | +71.0% |
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