-68.3%
TTD vs CRBG
+7.7%
-76.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.1% |
| 7D | -0.6% | +0.6% | -1.2% | -0.8% |
| 30D | +6.3% | +2.6% | +3.7% | +5.4% |
| 3M | -24.1% | +24.0% | -48.1% | -29.5% |
| 6M | -47.4% | +50.5% | -97.9% | -54.2% |
| YTD | -62.2% | +17.1% | -79.4% | -64.0% |
| 1Y | -68.3% | +5.9% | -74.2% | -69.1% |
| All | -68.3% | +7.7% | -76.0% | -69.1% |
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