+106.7%
CRWD vs TSLQ
-50.5%
+157.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.0% | -12.9% | +1.3% |
| 7D | -2.4% | -5.8% | +3.4% | -2.8% |
| 30D | +1.5% | -22.1% | +23.6% | -1.5% |
| 3M | +18.5% | +10.1% | +8.5% | +24.1% |
| 6M | +109.1% | -6.8% | +115.8% | +115.8% |
| YTD | +81.8% | +8.5% | +73.3% | +93.4% |
| 1Y | +106.7% | -49.7% | +156.4% | +121.6% |
| All | +106.7% | -50.5% | +157.1% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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