+154.4%
TRV vs AFL
+132.2%
+22.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.0% |
| YTD | +28.1% | +5.4% | +22.7% | +24.1% |
| 1Y | +37.0% | +9.0% | +28.0% | +29.9% |
| 3Y | +141.9% | +63.0% | +78.8% | +79.0% |
| All | +154.4% | +132.2% | +22.2% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling