+82.5%
TXN vs CRBG
+117.3%
-34.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +3.3% |
| 7D | +4.0% | +0.6% | +3.4% | +3.8% |
| 30D | -2.9% | +2.6% | -5.5% | -3.8% |
| 3M | -9.1% | +24.0% | -33.1% | -15.9% |
| 6M | +36.6% | +50.5% | -13.9% | +17.4% |
| YTD | +57.5% | +17.1% | +40.3% | +47.1% |
| 1Y | +49.5% | +5.9% | +43.7% | +44.4% |
| 3Y | +76.5% | +122.7% | -46.2% | +34.0% |
| All | +82.5% | +117.3% | -34.8% | +41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling