+1,457.0%
CRWD vs TYL
+92.5%
+1,364.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.8% |
| 7D | -7.7% | +4.3% | -12.0% | -10.7% |
| 30D | -17.9% | +28.0% | -45.9% | -32.0% |
| 3M | +0.3% | +32.3% | -32.1% | -19.2% |
| 6M | +71.1% | +29.9% | +41.2% | +35.8% |
| YTD | +92.6% | -7.1% | +99.8% | +93.1% |
| 1Y | +62.0% | -9.2% | +71.2% | +64.6% |
| 3Y | +360.0% | +0.7% | +359.3% | +305.6% |
| 5Y | +220.7% | -21.1% | +241.8% | +244.6% |
| All | +1,457.0% | +92.5% | +1,364.5% | +676.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling