+20.4%
TFC vs CRBG
+19.6%
+0.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +2.5% |
| 7D | +5.1% | +2.6% | +2.5% | +4.2% |
| 30D | +9.8% | +4.0% | +5.8% | +8.3% |
| 3M | -2.4% | +15.5% | -17.9% | -7.3% |
| 6M | +4.9% | +36.0% | -31.1% | -5.9% |
| YTD | +6.6% | +23.3% | -16.8% | -0.8% |
| All | +20.4% | +19.6% | +0.8% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling