+122.7%
CRBG vs TYL
-14.5%
+137.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.4% |
| 7D | +0.6% | -7.5% | +8.1% | +2.3% |
| 30D | +2.6% | +6.0% | -3.4% | +1.2% |
| 3M | +24.0% | +13.9% | +10.1% | +19.8% |
| 6M | +50.5% | -3.3% | +53.9% | +50.8% |
| YTD | +17.1% | -25.8% | +43.0% | +25.2% |
| 1Y | +5.9% | -39.2% | +45.1% | +19.7% |
| 3Y | +122.7% | -13.2% | +135.9% | +135.4% |
| All | +122.7% | -14.5% | +137.2% | +135.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling