+973.4%
AFL vs TCOM
+2,658.7%
-1,685.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.5% |
| 7D | -0.7% | -7.6% | +6.9% | +0.7% |
| 30D | -7.1% | -12.2% | +5.1% | -4.9% |
| 3M | +0.4% | -14.2% | +14.6% | +2.9% |
| 6M | +4.5% | -25.0% | +29.5% | +9.8% |
| YTD | +6.1% | -43.7% | +49.7% | +16.9% |
| 1Y | +10.6% | -44.5% | +55.1% | +22.0% |
| 3Y | +64.0% | +13.4% | +50.6% | +50.1% |
| 5Y | +133.7% | +26.5% | +107.3% | +94.2% |
| 10Y | +298.0% | -10.3% | +308.3% | +233.1% |
| All | +973.4% | +2,658.7% | -1,685.2% | +372.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 all: compounded portfolio wealth divided by compounded TCOM 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…
all analysis · Full analysis span regression · 6 months rolling