+122.7%
CRBG vs TMF
-44.0%
+166.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.6% | -5.1% | +5.7% | +0.6% |
| 30D | +2.6% | -4.6% | +7.2% | +2.6% |
| 3M | +24.0% | -16.6% | +40.6% | +24.0% |
| 6M | +50.5% | -19.9% | +70.4% | +50.3% |
| YTD | +17.1% | -20.2% | +37.3% | +17.0% |
| 1Y | +5.9% | -27.7% | +33.6% | +5.5% |
| 3Y | +122.7% | -43.9% | +166.7% | +110.9% |
| All | +122.7% | -44.0% | +166.7% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 3y: compounded portfolio wealth divided by compounded TMF 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…
3y analysis · Full analysis span regression · 6 months rolling