-72.3%
TTD vs CRBG
+19.6%
-91.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.3% |
| 7D | +3.7% | +2.6% | +1.1% | +2.6% |
| 30D | +10.4% | +4.0% | +6.4% | +8.6% |
| 3M | -31.6% | +15.5% | -47.1% | -35.3% |
| 6M | -45.1% | +36.0% | -81.1% | -50.9% |
| YTD | -65.1% | +23.3% | -88.5% | -67.4% |
| All | -72.3% | +19.6% | -91.8% | -74.4% |
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