+364.5%
CRWD vs TSLL
-58.7%
+423.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.6% | -8.8% | -1.6% |
| 7D | -13.4% | -21.2% | +7.8% | -10.2% |
| 30D | -18.3% | -13.3% | -5.0% | -16.6% |
| 3M | +4.6% | +15.4% | -10.8% | +1.4% |
| 6M | +85.4% | -34.2% | +119.6% | +91.7% |
| YTD | +85.1% | -52.9% | +138.0% | +99.4% |
| 1Y | +62.9% | -54.3% | +117.3% | +75.2% |
| 3Y | +364.5% | -18.4% | +382.9% | +275.2% |
| All | +364.5% | -58.7% | +423.2% | +332.7% |
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 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