+34.3%
TRV vs AFL
+11.7%
+22.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -0.6% |
| 7D | -0.1% | +0.6% | -0.7% | -0.6% |
| 30D | -3.4% | -6.2% | +2.8% | +1.3% |
| 3M | +26.4% | +2.2% | +24.2% | +25.0% |
| 6M | +19.3% | +5.3% | +14.0% | +15.4% |
| YTD | +28.3% | +8.0% | +20.4% | +22.1% |
| 1Y | +34.3% | +10.2% | +24.0% | +25.5% |
| All | +34.3% | +11.7% | +22.6% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling