+1,325.8%
CRWD vs TTD
-39.6%
+1,365.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.7% | -2.0% |
| 7D | -3.0% | -0.6% | -2.4% | -2.8% |
| 30D | -6.8% | +6.3% | -13.1% | -9.0% |
| 3M | +19.6% | -24.1% | +43.7% | +28.6% |
| 6M | +87.1% | -47.4% | +134.5% | +126.2% |
| YTD | +76.4% | -62.2% | +138.6% | +138.4% |
| 1Y | +90.8% | -68.3% | +159.1% | +172.5% |
| 3Y | +380.0% | -83.4% | +463.4% | +631.6% |
| 5Y | +215.6% | -80.3% | +295.9% | +288.2% |
| All | +1,325.8% | -39.6% | +1,365.4% | +836.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 10y: compounded portfolio wealth divided by compounded TTD 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…
10y analysis · Full analysis span regression · 6 months rolling