+90.8%
CRWD vs TSLQ
-49.6%
+140.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.2% |
| 7D | -3.0% | -6.6% | +3.6% | -4.1% |
| 30D | -6.8% | -24.3% | +17.5% | -10.1% |
| 3M | +19.6% | -3.6% | +23.2% | +21.9% |
| 6M | +87.1% | -12.0% | +99.0% | +91.1% |
| YTD | +76.4% | +1.4% | +75.0% | +85.4% |
| 1Y | +90.8% | -43.6% | +134.4% | +96.6% |
| All | +90.8% | -49.6% | +140.5% | +96.6% |
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