+70.9%
TSEM vs CRBG
+19.6%
+51.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.4% | -10.1% | -9.1% |
| 7D | -23.1% | +2.6% | -25.7% | -23.6% |
| 30D | -40.4% | +4.0% | -44.4% | -40.9% |
| 3M | -37.9% | +15.5% | -53.4% | -39.8% |
| 6M | -30.8% | +36.0% | -66.8% | -36.7% |
| YTD | +26.7% | +23.3% | +3.4% | +15.0% |
| All | +70.9% | +19.6% | +51.3% | +54.3% |
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 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