+218.9%
CRWD vs TTD
-81.0%
+299.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -2.8% | -7.4% | +4.6% | -0.5% |
| 30D | -5.9% | +3.0% | -8.9% | -6.9% |
| 3M | +29.0% | -27.6% | +56.6% | +39.6% |
| 6M | +91.5% | -49.5% | +141.0% | +129.7% |
| YTD | +78.2% | -63.2% | +141.4% | +135.1% |
| 1Y | +96.6% | -69.7% | +166.4% | +174.4% |
| 3Y | +397.0% | -83.3% | +480.4% | +615.2% |
| 5Y | +218.9% | -80.8% | +299.7% | +286.0% |
| All | +218.9% | -81.0% | +299.9% | +286.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling