+890.1%
TTMI vs CRBG
+122.1%
+768.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +1.9% | +2.7% |
| 7D | +0.7% | +0.6% | +0.1% | +0.3% |
| 30D | -8.4% | +2.6% | -11.1% | -9.7% |
| 3M | -32.5% | +24.0% | -56.5% | -40.0% |
| 6M | +32.5% | +50.5% | -18.0% | +4.5% |
| YTD | +83.2% | +17.1% | +66.1% | +64.1% |
| 1Y | +161.7% | +5.9% | +155.8% | +148.6% |
| 3Y | +890.1% | +122.7% | +767.4% | +496.5% |
| All | +890.1% | +122.1% | +768.0% | +496.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling