+4,583.6%
AFL vs TD
+7,806.2%
-3,222.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.1% |
| 7D | -0.7% | +0.9% | -1.6% | -1.3% |
| 30D | -7.1% | -0.7% | -6.5% | -6.8% |
| 3M | +0.4% | +6.3% | -5.8% | -4.0% |
| 6M | +4.5% | +27.9% | -23.4% | -12.0% |
| YTD | +6.1% | +29.8% | -23.7% | -11.8% |
| 1Y | +10.6% | +63.7% | -53.1% | -21.5% |
| 3Y | +64.0% | +128.3% | -64.3% | -9.1% |
| 5Y | +133.7% | +125.5% | +8.2% | +28.3% |
| 10Y | +298.0% | +296.7% | +1.3% | +49.8% |
| All | +4,583.6% | +7,806.2% | -3,222.6% | +395.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling