+16.9%
CRBG vs TYL
-8.4%
+25.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | -5.7% |
| 7D | -3.0% | +15.1% | -18.1% | -4.9% |
| 30D | -2.6% | +30.1% | -32.7% | -6.3% |
| 3M | +2.7% | +40.4% | -37.7% | -2.5% |
| 6M | +22.2% | +31.3% | -9.1% | +17.2% |
| YTD | +16.5% | -5.2% | +21.7% | +16.4% |
| 1Y | +16.9% | -6.6% | +23.5% | +17.4% |
| All | +16.9% | -8.4% | +25.3% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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