+351.1%
CRWD vs TSLL
-1.1%
+352.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -0.9% |
| 7D | +4.5% | +17.8% | -13.4% | +1.9% |
| 30D | -9.1% | +8.2% | -17.3% | -10.5% |
| 3M | +0.5% | +20.9% | -20.4% | -3.0% |
| 6M | +61.1% | -37.5% | +98.6% | +66.8% |
| YTD | +93.4% | -44.5% | +137.9% | +101.3% |
| 1Y | +71.1% | -33.0% | +104.1% | +73.0% |
| 3Y | +351.1% | -6.4% | +357.4% | +314.7% |
| All | +351.1% | -1.1% | +352.2% | +314.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling