+3.9%
CRBG vs TSLQ
-49.0%
+52.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.0% | +5.9% | -2.7% |
| 7D | +4.9% | -8.6% | +13.5% | +4.3% |
| 30D | +0.2% | -24.9% | +25.1% | -1.8% |
| 3M | +25.5% | -1.5% | +27.0% | +27.2% |
| 6M | +35.7% | -18.1% | +53.8% | +35.5% |
| YTD | +14.0% | -0.1% | +14.1% | +15.3% |
| 1Y | +3.9% | -51.4% | +55.3% | +7.1% |
| All | +3.9% | -49.0% | +52.9% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling