+129.2%
TDG vs CRBG
+117.3%
+12.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.8% |
| 7D | -1.9% | +0.6% | -2.5% | -2.0% |
| 30D | -7.7% | +2.6% | -10.3% | -8.5% |
| 3M | -9.3% | +24.0% | -33.3% | -15.5% |
| 6M | -9.4% | +50.5% | -59.9% | -20.8% |
| YTD | -14.3% | +17.1% | -31.4% | -19.2% |
| 1Y | -11.8% | +5.9% | -17.7% | -14.5% |
| 3Y | +52.0% | +122.7% | -70.8% | +9.8% |
| All | +129.2% | +117.3% | +12.0% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 10y: compounded portfolio wealth divided by compounded CRBG 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…
10y analysis · Full analysis span regression · 6 months rolling