+218.9%
CRWD vs TSN
-18.6%
+237.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.6% |
| 7D | -2.8% | +1.4% | -4.2% | -2.8% |
| 30D | -5.9% | -6.2% | +0.3% | -6.2% |
| 3M | +29.0% | -5.7% | +34.6% | +28.6% |
| 6M | +91.5% | -11.4% | +102.8% | +90.3% |
| YTD | +78.2% | -8.2% | +86.4% | +77.2% |
| 1Y | +96.6% | -2.0% | +98.6% | +95.5% |
| 3Y | +397.0% | +11.9% | +385.2% | +383.8% |
| 5Y | +218.9% | -17.8% | +236.6% | +298.4% |
| All | +218.9% | -18.6% | +237.5% | +298.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 5y: compounded portfolio wealth divided by compounded TSN 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…
5y analysis · Full analysis span regression · 6 months rolling