+2,637.6%
TFC vs AFL
+20,558.3%
-17,920.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.8% |
| 7D | +2.3% | +2.9% | -0.6% | +0.9% |
| 30D | +10.8% | +8.0% | +2.9% | +6.7% |
| 3M | -3.8% | +5.9% | -9.7% | -6.5% |
| 6M | +9.6% | +11.6% | -2.1% | +3.6% |
| YTD | +5.8% | +17.5% | -11.7% | -2.6% |
| 1Y | +16.2% | +13.3% | +2.9% | +8.9% |
| 3Y | +96.0% | +67.0% | +29.0% | +50.3% |
| 5Y | +1.7% | +150.6% | -149.0% | -35.1% |
| 10Y | +79.9% | +343.1% | -263.2% | -10.4% |
| All | +2,637.6% | +20,558.3% | -17,920.6% | +433.5% |
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