+1,462.8%
CRWD vs TT
+381.4%
+1,081.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.9% |
| 7D | +4.5% | +4.0% | +0.4% | +2.9% |
| 30D | -9.1% | -11.3% | +2.2% | -4.7% |
| 3M | +0.5% | -12.3% | +12.8% | +5.5% |
| 6M | +61.1% | -10.8% | +72.0% | +67.0% |
| YTD | +93.4% | +8.2% | +85.2% | +81.7% |
| 1Y | +71.1% | +1.5% | +69.6% | +65.4% |
| 3Y | +351.1% | +91.5% | +259.6% | +236.7% |
| 5Y | +218.8% | +130.2% | +88.6% | +110.3% |
| All | +1,462.8% | +381.4% | +1,081.4% | +829.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling