+380.0%
CRWD vs TXG
+43.8%
+336.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.3% | -1.5% |
| 7D | -3.0% | +9.5% | -12.5% | -4.4% |
| 30D | -6.8% | +18.8% | -25.6% | -9.4% |
| 3M | +19.6% | +136.1% | -116.5% | +4.1% |
| 6M | +87.1% | +235.2% | -148.2% | +53.2% |
| YTD | +76.4% | +320.5% | -244.1% | +39.1% |
| 1Y | +90.8% | +425.2% | -334.4% | +44.1% |
| 3Y | +380.0% | +42.9% | +337.1% | +292.2% |
| All | +380.0% | +43.8% | +336.2% | +292.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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