+36.3%
TRV vs AFL
+9.8%
+26.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.5% |
| 7D | +1.9% | -1.6% | +3.6% | +3.2% |
| 30D | +1.7% | -4.0% | +5.7% | +4.8% |
| 3M | +23.9% | -0.5% | +24.4% | +24.9% |
| 6M | +26.3% | +6.5% | +19.7% | +21.5% |
| YTD | +30.8% | +6.2% | +24.6% | +26.2% |
| 1Y | +36.3% | +8.3% | +28.0% | +29.2% |
| All | +36.3% | +9.8% | +26.5% | +29.2% |
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