+1,174.7%
TSM vs CRWD
+1,215.7%
-40.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | +2.6% | -2.8% | +5.5% | +3.3% |
| 30D | +1.4% | -5.9% | +7.3% | +2.1% |
| 3M | +5.0% | +29.0% | -24.0% | -2.4% |
| 6M | +24.0% | +91.5% | -67.5% | +3.8% |
| YTD | +41.6% | +78.2% | -36.6% | +19.7% |
| 1Y | +66.2% | +96.6% | -30.5% | +37.0% |
| 3Y | +398.2% | +397.0% | +1.2% | +227.7% |
| 5Y | +277.6% | +218.9% | +58.7% | +157.4% |
| All | +1,174.7% | +1,215.7% | -40.9% | +524.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRWD.
Daily Out/Under-Performance
Portfolio return minus CRWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRWD 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 CRWD 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