+45.8%
TNA vs CRBG
+7.7%
+38.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | -0.1% |
| 7D | -7.3% | +0.6% | -7.8% | -7.7% |
| 30D | -14.2% | +2.6% | -16.8% | -16.1% |
| 3M | -4.6% | +24.0% | -28.6% | -21.6% |
| 6M | +36.9% | +50.5% | -13.6% | -6.7% |
| YTD | +42.5% | +17.1% | +25.4% | +23.2% |
| 1Y | +45.8% | +5.9% | +39.9% | +34.1% |
| All | +45.8% | +7.7% | +38.0% | +34.1% |
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