+122.7%
CRBG vs TSN
+13.0%
+109.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.3% |
| 7D | +0.6% | +3.0% | -2.5% | +0.1% |
| 30D | +2.6% | -4.2% | +6.8% | +3.2% |
| 3M | +24.0% | -3.9% | +27.9% | +24.6% |
| 6M | +50.5% | -9.8% | +60.4% | +52.3% |
| YTD | +17.1% | -7.3% | +24.4% | +17.7% |
| 1Y | +5.9% | -2.2% | +8.1% | +4.9% |
| 3Y | +122.7% | +11.9% | +110.8% | +107.6% |
| All | +122.7% | +13.0% | +109.8% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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