+90.8%
CRWD vs TTD
-69.0%
+159.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.7% | -1.4% |
| 7D | -3.0% | -0.6% | -2.4% | -2.9% |
| 30D | -6.8% | +6.3% | -13.1% | -7.6% |
| 3M | +19.6% | -24.1% | +43.7% | +23.0% |
| 6M | +87.1% | -47.4% | +134.5% | +102.9% |
| YTD | +76.4% | -62.2% | +138.6% | +90.9% |
| 1Y | +90.8% | -68.3% | +159.1% | +128.5% |
| All | +90.8% | -69.0% | +159.8% | +128.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling