+1,340.4%
CRWD vs TXT
+65.1%
+1,275.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -5.9% | -10.2% | +4.3% | -3.2% |
| 3M | +29.0% | -13.3% | +42.2% | +33.7% |
| 6M | +91.5% | -14.4% | +105.8% | +98.1% |
| YTD | +78.2% | -9.1% | +87.3% | +80.5% |
| 1Y | +96.6% | -2.2% | +98.8% | +94.8% |
| 3Y | +397.0% | +5.1% | +392.0% | +376.1% |
| 5Y | +218.9% | +12.8% | +206.1% | +198.9% |
| All | +1,340.4% | +65.1% | +1,275.3% | +1,151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling