+1,348.4%
CRWD vs TTD
-40.9%
+1,389.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.4% |
| 7D | -2.3% | +1.7% | -4.1% | -3.1% |
| 30D | -2.1% | +1.6% | -3.6% | -2.9% |
| 3M | +27.5% | -27.8% | +55.4% | +39.5% |
| 6M | +95.8% | -52.1% | +147.9% | +144.9% |
| YTD | +79.2% | -63.1% | +142.3% | +144.2% |
| 1Y | +96.3% | -73.1% | +169.3% | +196.6% |
| 3Y | +399.8% | -83.3% | +483.1% | +657.8% |
| 5Y | +216.7% | -80.6% | +297.3% | +291.6% |
| All | +1,348.4% | -40.9% | +1,389.4% | +859.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling