+12,772.9%
TDG vs AFL
+699.9%
+12,073.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.7% | -3.3% | +0.6% | -1.4% |
| 30D | -9.3% | -5.0% | -4.3% | -7.5% |
| 3M | -7.1% | -1.8% | -5.3% | -6.5% |
| 6M | -11.2% | +4.8% | -16.0% | -13.1% |
| YTD | -15.3% | +5.4% | -20.7% | -17.4% |
| 1Y | -12.5% | +9.0% | -21.4% | -15.9% |
| 3Y | +51.2% | +63.0% | -11.8% | +22.5% |
| 5Y | +126.1% | +134.5% | -8.4% | +59.0% |
| 10Y | +536.2% | +298.6% | +237.6% | +274.0% |
| All | +12,772.9% | +699.9% | +12,073.0% | +5,683.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling