+216.1%
CRWD vs TYL
-25.2%
+241.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +1.8% |
| 7D | -2.4% | -3.7% | +1.3% | -0.1% |
| 30D | +1.5% | +18.7% | -17.2% | -9.6% |
| 3M | +18.5% | +18.1% | +0.4% | +3.2% |
| 6M | +109.1% | -1.1% | +110.2% | +105.7% |
| YTD | +81.8% | -19.8% | +101.6% | +106.8% |
| 1Y | +106.7% | -34.3% | +141.0% | +173.6% |
| 3Y | +428.7% | -8.2% | +436.9% | +391.2% |
| All | +216.1% | -25.2% | +241.3% | +248.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling