+30.0%
TFC vs CRBG
+117.3%
-87.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.6% |
| 7D | -2.4% | +0.6% | -3.0% | -2.7% |
| 30D | -3.4% | +2.6% | -6.0% | -4.8% |
| 3M | +0.4% | +24.0% | -23.6% | -11.4% |
| 6M | +12.7% | +50.5% | -37.8% | -11.8% |
| YTD | +5.6% | +17.1% | -11.6% | -5.1% |
| 1Y | +16.0% | +5.9% | +10.1% | +10.2% |
| 3Y | +94.0% | +122.7% | -28.7% | +5.3% |
| All | +30.0% | +117.3% | -87.3% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling