+172.6%
TTMI vs CRBG
+3.6%
+169.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.7% | +9.0% |
| 7D | +5.9% | +5.7% | +0.2% | +4.4% |
| 30D | -4.3% | +2.6% | -6.9% | -5.0% |
| 3M | -32.0% | +31.6% | -63.6% | -37.3% |
| 6M | +19.5% | +32.8% | -13.4% | +9.0% |
| YTD | +82.0% | +16.5% | +65.6% | +71.1% |
| 1Y | +172.6% | +6.1% | +166.5% | +160.0% |
| All | +172.6% | +3.6% | +169.1% | +160.0% |
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 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