+133.7%
AFL vs TD
+125.7%
+8.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | -4.0% | -1.9% | -2.1% | -3.3% |
| 3M | -0.5% | +4.8% | -5.3% | -2.6% |
| 6M | +6.5% | +28.0% | -21.5% | -4.6% |
| YTD | +6.2% | +30.3% | -24.1% | -5.8% |
| 1Y | +8.3% | +59.8% | -51.5% | -12.6% |
| 3Y | +62.5% | +124.7% | -62.2% | +10.1% |
| All | +133.7% | +125.7% | +8.1% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 5y: compounded portfolio wealth divided by compounded TD 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…
5y analysis · Full analysis span regression · 6 months rolling