+8,187.2%
TMO vs AFL
+18,562.2%
-10,375.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | -0.6% | -1.6% | +1.0% | -0.2% |
| 30D | +1.1% | -4.0% | +5.2% | +2.1% |
| 3M | +28.3% | -0.5% | +28.8% | +28.4% |
| 6M | +23.3% | +6.5% | +16.7% | +21.0% |
| YTD | +5.5% | +6.2% | -0.7% | +3.4% |
| 1Y | +24.5% | +8.3% | +16.3% | +21.4% |
| 3Y | +19.6% | +62.5% | -43.0% | +4.0% |
| 5Y | +8.1% | +136.2% | -128.0% | -15.1% |
| 10Y | +336.7% | +301.4% | +35.3% | +185.3% |
| All | +8,187.2% | +18,562.2% | -10,375.1% | +2,341.1% |
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