+84.1%
TNA vs CRBG
+117.3%
-33.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | -0.5% |
| 7D | -7.3% | +0.6% | -7.8% | -7.9% |
| 30D | -14.2% | +2.6% | -16.8% | -16.9% |
| 3M | -4.6% | +24.0% | -28.6% | -26.4% |
| 6M | +36.9% | +50.5% | -13.6% | -16.2% |
| YTD | +42.5% | +17.1% | +25.4% | +15.5% |
| 1Y | +45.8% | +5.9% | +39.9% | +32.9% |
| 3Y | +104.7% | +122.7% | -18.1% | -18.2% |
| All | +84.1% | +117.3% | -33.2% | -19.3% |
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