+293.7%
TPR vs AFL
+64.2%
+229.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.4% |
| 7D | -3.4% | -0.7% | -2.6% | -3.2% |
| 30D | -27.3% | -7.1% | -20.2% | -26.2% |
| 3M | -16.2% | +0.4% | -16.7% | -16.4% |
| 6M | -17.9% | +4.5% | -22.4% | -18.8% |
| YTD | -7.1% | +6.1% | -13.2% | -8.4% |
| 1Y | +13.6% | +10.6% | +3.1% | +10.9% |
| 3Y | +293.7% | +64.0% | +229.7% | +250.1% |
| All | +293.7% | +64.2% | +229.5% | +250.1% |
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 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