+295.8%
AFL vs TRMB
+121.9%
+174.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | -1.6% | -3.0% | +1.4% | -0.7% |
| 30D | -4.0% | +2.3% | -6.4% | -4.9% |
| 3M | -0.5% | +15.3% | -15.8% | -5.3% |
| 6M | +6.5% | -14.7% | +21.2% | +10.9% |
| YTD | +6.2% | -26.4% | +32.6% | +15.5% |
| 1Y | +8.3% | -30.4% | +38.7% | +19.4% |
| 3Y | +62.5% | +13.5% | +49.0% | +46.5% |
| 5Y | +136.2% | -38.6% | +174.7% | +160.7% |
| All | +295.8% | +121.9% | +174.0% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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