-30.8%
TSLL vs CRBG
+7.7%
-38.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.1% |
| 7D | +6.1% | +0.6% | +5.5% | +5.6% |
| 30D | +20.6% | +2.6% | +18.0% | +18.8% |
| 3M | -25.4% | +24.0% | -49.4% | -33.9% |
| 6M | -34.2% | +50.5% | -84.7% | -48.0% |
| YTD | -48.4% | +17.1% | -65.5% | -54.1% |
| 1Y | -30.8% | +5.9% | -36.7% | -44.1% |
| All | -30.8% | +7.7% | -38.6% | -44.1% |
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