+1,369.7%
CRWD vs TYL
+66.2%
+1,303.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +2.0% |
| 7D | -2.4% | -3.7% | +1.3% | 0.0% |
| 30D | +1.5% | +18.7% | -17.2% | -10.2% |
| 3M | +18.5% | +18.1% | +0.4% | +2.3% |
| 6M | +109.1% | -1.1% | +110.2% | +104.6% |
| YTD | +81.8% | -19.8% | +101.6% | +105.4% |
| 1Y | +106.7% | -34.3% | +141.0% | +171.3% |
| 3Y | +428.7% | -8.2% | +436.9% | +397.1% |
| 5Y | +206.4% | -25.4% | +231.8% | +245.1% |
| All | +1,369.7% | +66.2% | +1,303.5% | +726.1% |
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 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