-11.8%
TDG vs AFL
+9.8%
-21.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | -1.9% | -1.6% | -0.2% | -1.6% |
| 30D | -7.7% | -4.0% | -3.7% | -7.0% |
| 3M | -9.3% | -0.5% | -8.8% | -8.9% |
| 6M | -9.4% | +6.5% | -15.9% | -10.6% |
| YTD | -14.3% | +6.2% | -20.4% | -15.8% |
| 1Y | -11.8% | +8.3% | -20.1% | -12.9% |
| All | -11.8% | +9.8% | -21.6% | -12.9% |
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