+285.0%
TSM vs CRWD
+213.6%
+71.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.6% |
| 7D | +4.8% | +2.2% | +2.6% | +4.1% |
| 30D | +4.0% | -7.7% | +11.7% | +5.4% |
| 3M | +2.0% | +28.9% | -26.9% | -6.3% |
| 6M | +25.5% | +91.5% | -66.0% | +2.1% |
| YTD | +44.0% | +77.3% | -33.3% | +18.7% |
| 1Y | +75.4% | +96.3% | -20.8% | +40.1% |
| 3Y | +406.7% | +394.5% | +12.3% | +210.6% |
| 5Y | +285.0% | +213.5% | +71.5% | +141.6% |
| All | +285.0% | +213.6% | +71.3% | +141.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling