-57.0%
TSLL vs CRBG
+114.2%
-171.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -3.4% |
| 7D | -7.3% | -1.6% | -5.7% | -5.8% |
| 30D | +15.8% | +2.4% | +13.4% | +12.7% |
| 3M | -19.5% | +26.8% | -46.3% | -37.5% |
| 6M | -32.1% | +41.5% | -73.6% | -54.2% |
| YTD | -48.9% | +15.5% | -64.4% | -57.6% |
| 1Y | -23.4% | +6.6% | -29.9% | -31.5% |
| 3Y | -28.6% | +121.6% | -150.2% | -65.7% |
| All | -57.0% | +114.2% | -171.3% | -78.2% |
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