+1,177.3%
TSM vs CRWD
+1,242.4%
-65.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.1% |
| 7D | +2.7% | -2.4% | +5.2% | +3.1% |
| 30D | +3.6% | +1.5% | +2.1% | +2.4% |
| 3M | -3.4% | +18.5% | -21.9% | -8.3% |
| 6M | +20.6% | +109.1% | -88.5% | -1.2% |
| YTD | +41.9% | +81.8% | -40.0% | +19.4% |
| 1Y | +84.4% | +106.7% | -22.3% | +50.2% |
| 3Y | +380.2% | +428.7% | -48.5% | +211.7% |
| 5Y | +275.3% | +206.4% | +69.0% | +157.6% |
| All | +1,177.3% | +1,242.4% | -65.0% | +523.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling