+140.0%
TRV vs AFL
+62.4%
+77.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.7% |
| 7D | -1.5% | -3.3% | +1.8% | +0.6% |
| 30D | -1.8% | -5.0% | +3.2% | +1.4% |
| 3M | +21.6% | -1.8% | +23.3% | +23.1% |
| 6M | +22.5% | +4.8% | +17.6% | +19.2% |
| YTD | +28.1% | +5.4% | +22.7% | +24.3% |
| 1Y | +37.0% | +9.0% | +28.0% | +30.2% |
| All | +140.0% | +62.4% | +77.6% | +92.3% |
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 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