+24.6%
TNA vs CRBG
+15.6%
+8.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.1% |
| 7D | -7.0% | -2.1% | -4.9% | -4.8% |
| 30D | -6.4% | -0.9% | -5.5% | -5.0% |
| 3M | -25.7% | +1.0% | -26.6% | -26.1% |
| 6M | -19.7% | +23.5% | -43.2% | -33.6% |
| YTD | +18.3% | +16.0% | +2.3% | +3.8% |
| 1Y | +24.6% | +17.9% | +6.7% | +6.4% |
| All | +24.6% | +15.6% | +8.9% | +6.4% |
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 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