+380.0%
CRWD vs TSLQ
-95.6%
+475.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.2% |
| 7D | -3.0% | -6.6% | +3.6% | -4.0% |
| 30D | -6.8% | -24.3% | +17.5% | -9.9% |
| 3M | +19.6% | -3.6% | +23.2% | +22.3% |
| 6M | +87.1% | -12.0% | +99.0% | +91.9% |
| YTD | +76.4% | +1.4% | +75.0% | +86.6% |
| 1Y | +90.8% | -43.6% | +134.4% | +89.4% |
| 3Y | +380.0% | -95.4% | +475.4% | +342.9% |
| All | +380.0% | -95.6% | +475.6% | +342.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling