+2,700.2%
TFC vs AFL
+18,874.7%
-16,174.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.6% |
| 7D | +2.4% | +0.6% | +1.8% | +2.1% |
| 30D | -1.3% | -6.2% | +4.9% | +1.8% |
| 3M | +6.1% | +2.2% | +3.9% | +4.8% |
| 6M | +7.3% | +5.3% | +2.1% | +4.5% |
| YTD | +8.2% | +8.0% | +0.2% | +4.0% |
| 1Y | +14.4% | +10.2% | +4.2% | +8.7% |
| 3Y | +93.7% | +67.1% | +26.6% | +48.8% |
| 5Y | +16.4% | +135.6% | -119.2% | -23.4% |
| 10Y | +101.6% | +299.4% | -197.8% | +5.6% |
| All | +2,700.2% | +18,874.7% | -16,174.5% | +469.3% |
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