-10.4%
TSM vs CRWD
-13.1%
+2.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.2% | -0.7% |
| 7D | +6.2% | +4.5% | +1.7% | +3.1% |
| 30D | -7.3% | -9.1% | +1.8% | -1.5% |
| All | -10.4% | -13.1% | +2.6% | -1.9% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling