+106.7%
CRWD vs TT
+10.3%
+96.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | -2.4% | -0.2% | -2.2% | -2.5% |
| 30D | +1.5% | -7.4% | +8.9% | +1.6% |
| 3M | +18.5% | -3.2% | +21.7% | +18.2% |
| 6M | +109.1% | +1.1% | +108.0% | +106.2% |
| YTD | +81.8% | +15.6% | +66.2% | +75.2% |
| 1Y | +106.7% | +9.2% | +97.5% | +104.6% |
| All | +106.7% | +10.3% | +96.3% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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