+197.0%
TT vs CRBG
+117.3%
+79.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.2% |
| 7D | -1.2% | +0.6% | -1.8% | -1.4% |
| 30D | -7.3% | +2.6% | -9.9% | -8.1% |
| 3M | -3.6% | +24.0% | -27.6% | -9.8% |
| 6M | +2.8% | +50.5% | -47.7% | -9.9% |
| YTD | +14.5% | +17.1% | -2.6% | +8.1% |
| 1Y | +7.4% | +5.9% | +1.5% | +4.4% |
| 3Y | +116.2% | +122.7% | -6.5% | +59.5% |
| All | +197.0% | +117.3% | +79.7% | +121.1% |
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 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