+1,340.4%
CRWD vs TTMI
+1,193.2%
+147.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | -2.8% | +6.0% | -8.9% | -4.4% |
| 30D | -5.9% | -6.4% | +0.5% | -4.7% |
| 3M | +29.0% | -28.9% | +57.9% | +36.9% |
| 6M | +91.5% | +26.9% | +64.6% | +67.7% |
| YTD | +78.2% | +77.3% | +0.9% | +36.5% |
| 1Y | +96.6% | +147.5% | -50.9% | +32.2% |
| 3Y | +397.0% | +847.6% | -450.6% | +104.7% |
| 5Y | +218.9% | +802.2% | -583.3% | +27.1% |
| All | +1,340.4% | +1,193.2% | +147.2% | +379.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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