+748.4%
TT vs AFL
+336.0%
+412.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +8.1% | +0.2% | +7.8% | +7.9% |
| 30D | -11.3% | +8.6% | -19.9% | -15.1% |
| 3M | -11.2% | +5.3% | -16.5% | -13.8% |
| 6M | -8.9% | +10.0% | -18.9% | -14.0% |
| YTD | +9.7% | +16.5% | -6.8% | +0.2% |
| 1Y | +1.3% | +12.7% | -11.4% | -6.0% |
| 3Y | +93.4% | +65.5% | +27.9% | +42.4% |
| 5Y | +133.5% | +148.5% | -14.9% | +36.3% |
| All | +748.4% | +336.0% | +412.4% | +255.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling