+5.9%
CRBG vs TSLQ
-49.6%
+55.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.4% |
| 7D | +0.6% | -6.6% | +7.2% | 0.0% |
| 30D | +2.6% | -24.3% | +26.9% | +0.7% |
| 3M | +24.0% | -3.6% | +27.6% | +25.3% |
| 6M | +50.5% | -12.0% | +62.5% | +51.1% |
| YTD | +17.1% | +1.4% | +15.8% | +18.4% |
| 1Y | +5.9% | -43.6% | +49.4% | +10.0% |
| All | +5.9% | -49.6% | +55.5% | +10.0% |
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