+14.0%
TMO vs CRBG
+117.3%
-103.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | -0.6% | +0.6% | -1.2% | -0.8% |
| 30D | +1.1% | +2.6% | -1.5% | +0.4% |
| 3M | +28.3% | +24.0% | +4.3% | +21.3% |
| 6M | +23.3% | +50.5% | -27.2% | +10.4% |
| YTD | +5.5% | +17.1% | -11.7% | +0.3% |
| 1Y | +24.5% | +5.9% | +18.7% | +21.3% |
| 3Y | +19.6% | +122.7% | -103.2% | -7.4% |
| All | +14.0% | +117.3% | -103.3% | -10.4% |
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