+356.4%
CRWD vs TSLL
-57.4%
+413.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -11.8% | +11.0% | +1.1% |
| 7D | -2.4% | +1.9% | -4.3% | -2.8% |
| 30D | +1.5% | +17.8% | -16.2% | -1.3% |
| 3M | +18.5% | -37.0% | +55.5% | +24.8% |
| 6M | +109.1% | -37.7% | +146.8% | +117.7% |
| YTD | +81.8% | -51.4% | +133.2% | +96.1% |
| 1Y | +106.7% | -23.4% | +130.0% | +103.4% |
| 3Y | +428.7% | -30.8% | +459.5% | +342.8% |
| All | +356.4% | -57.4% | +413.7% | +325.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling