+1,348.4%
CRWD vs TYL
+58.8%
+1,289.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.0% | +1.7% |
| 7D | -2.3% | -7.6% | +5.3% | +3.1% |
| 30D | -2.1% | +11.3% | -13.4% | -9.4% |
| 3M | +27.5% | +14.5% | +13.0% | +12.5% |
| 6M | +95.8% | -7.1% | +103.0% | +100.5% |
| YTD | +79.2% | -23.4% | +102.6% | +108.8% |
| 1Y | +96.3% | -38.6% | +134.8% | +170.5% |
| 3Y | +399.8% | -11.3% | +411.1% | +380.0% |
| 5Y | +216.7% | -28.0% | +244.7% | +264.8% |
| All | +1,348.4% | +58.8% | +1,289.6% | +740.1% |
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