+1,321.0%
AFL vs TMF
-69.2%
+1,390.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.8% |
| 7D | +0.1% | +1.2% | -1.1% | +0.3% |
| 30D | +10.0% | +19.7% | -9.7% | +13.6% |
| 3M | -1.6% | -2.1% | +0.5% | -1.8% |
| 6M | +10.5% | -13.4% | +24.0% | +8.0% |
| YTD | +14.3% | -16.7% | +31.0% | +11.1% |
| 1Y | +11.4% | -23.3% | +34.7% | +6.7% |
| 3Y | +62.4% | -24.8% | +87.3% | +59.4% |
| 5Y | +144.8% | -88.0% | +232.8% | +68.0% |
| 10Y | +356.2% | -84.7% | +440.9% | +271.9% |
| All | +1,321.0% | -69.2% | +1,390.2% | +1,553.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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