+382.4%
CRWD vs TTD
-83.6%
+466.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | +2.2% | -4.6% | +6.8% | +3.0% |
| 30D | -7.7% | +3.7% | -11.4% | -8.4% |
| 3M | +28.9% | -30.2% | +59.1% | +36.1% |
| 6M | +91.5% | -51.4% | +142.9% | +115.2% |
| YTD | +77.3% | -63.4% | +140.8% | +109.1% |
| 1Y | +96.3% | -73.5% | +169.8% | +144.9% |
| All | +382.4% | -83.6% | +466.1% | +510.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling