+96.0%
TFC vs AFL
+67.6%
+28.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.8% |
| 7D | +2.3% | +2.9% | -0.6% | +0.8% |
| 30D | +10.8% | +8.0% | +2.9% | +6.6% |
| 3M | -3.8% | +5.9% | -9.7% | -6.6% |
| 6M | +9.6% | +11.6% | -2.1% | +3.4% |
| YTD | +5.8% | +17.5% | -11.7% | -2.9% |
| 1Y | +16.2% | +13.3% | +2.9% | +8.7% |
| 3Y | +96.0% | +67.0% | +29.0% | +63.0% |
| All | +96.0% | +67.6% | +28.3% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling