+216.8%
CRWD vs TT
+144.3%
+72.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -2.3% | +1.6% | -3.9% | -3.1% |
| 30D | -2.1% | -7.3% | +5.3% | +2.0% |
| 3M | +27.5% | -2.6% | +30.1% | +28.0% |
| 6M | +95.8% | +5.9% | +89.9% | +83.8% |
| YTD | +79.2% | +15.4% | +63.8% | +56.9% |
| 1Y | +96.3% | +8.2% | +88.0% | +78.8% |
| 3Y | +399.8% | +122.7% | +277.1% | +169.9% |
| All | +216.8% | +144.3% | +72.6% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling