+15,818.7%
TT vs AFL
+18,874.7%
-3,056.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | 0.0% | +0.6% | -0.6% | -0.2% |
| 30D | -7.2% | -6.2% | -1.0% | -4.9% |
| 3M | -3.0% | +2.2% | -5.1% | -4.2% |
| 6M | +1.4% | +5.3% | -3.9% | -1.2% |
| YTD | +15.9% | +8.0% | +7.9% | +11.8% |
| 1Y | +9.4% | +10.2% | -0.8% | +4.5% |
| 3Y | +124.4% | +67.1% | +57.3% | +80.1% |
| 5Y | +138.0% | +135.6% | +2.4% | +67.1% |
| 10Y | +886.4% | +299.4% | +587.0% | +455.4% |
| All | +15,818.7% | +18,874.7% | -3,056.0% | +2,988.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling