-47.4%
TTD vs CRBG
+44.8%
-92.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.0% |
| 7D | -0.6% | +0.6% | -1.2% | -0.9% |
| 30D | +6.3% | +2.6% | +3.7% | +5.2% |
| 3M | -24.1% | +24.0% | -48.1% | -30.3% |
| 6M | -47.4% | +50.5% | -97.9% | -55.0% |
| All | -47.4% | +44.8% | -92.3% | -55.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling