+145.0%
TT vs AFL
+134.0%
+11.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.3% |
| 7D | +1.6% | -0.7% | +2.3% | +1.9% |
| 30D | -7.3% | -7.1% | -0.2% | -4.5% |
| 3M | -2.6% | +0.4% | -3.0% | -3.3% |
| 6M | +5.9% | +4.5% | +1.4% | +3.0% |
| YTD | +15.4% | +6.1% | +9.3% | +11.3% |
| 1Y | +8.2% | +10.6% | -2.3% | +2.1% |
| 3Y | +122.7% | +64.0% | +58.6% | +65.0% |
| 5Y | +145.0% | +133.7% | +11.2% | +45.4% |
| All | +145.0% | +134.0% | +11.0% | +45.4% |
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