-9.3%
TDG vs AFL
+11.7%
-21.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.5% |
| 7D | -2.0% | +0.6% | -2.6% | -2.1% |
| 30D | -7.4% | -6.2% | -1.2% | -6.4% |
| 3M | -5.4% | +2.2% | -7.6% | -5.4% |
| 6M | -11.6% | +5.3% | -16.9% | -12.6% |
| YTD | -12.6% | +8.0% | -20.6% | -14.3% |
| 1Y | -9.3% | +10.2% | -19.6% | -10.4% |
| All | -9.3% | +11.7% | -21.0% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling