-56.6%
TSLL vs CRBG
+117.3%
-173.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | -0.5% |
| 7D | +6.1% | +0.6% | +5.5% | +5.2% |
| 30D | +20.6% | +2.6% | +18.0% | +17.2% |
| 3M | -25.4% | +24.0% | -49.4% | -40.9% |
| 6M | -34.2% | +50.5% | -84.7% | -58.4% |
| YTD | -48.4% | +17.1% | -65.5% | -57.8% |
| 1Y | -30.8% | +5.9% | -36.7% | -37.7% |
| 3Y | -37.4% | +122.7% | -160.1% | -70.1% |
| All | -56.6% | +117.3% | -173.9% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling