+1,462.8%
CRWD vs TYL
+93.6%
+1,369.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +4.5% | +0.8% | +3.6% | +3.9% |
| 30D | -9.1% | +21.1% | -30.2% | -21.6% |
| 3M | +0.5% | +28.9% | -28.4% | -17.4% |
| 6M | +61.1% | +42.0% | +19.1% | +20.0% |
| YTD | +93.4% | -6.6% | +100.0% | +93.0% |
| 1Y | +71.1% | -9.1% | +80.2% | +73.8% |
| 3Y | +351.1% | +1.8% | +349.2% | +294.3% |
| 5Y | +218.8% | -22.9% | +241.8% | +249.7% |
| All | +1,462.8% | +93.6% | +1,369.2% | +676.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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