+14,755.6%
TT vs AFL
+20,558.3%
-5,802.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | +4.0% | +2.9% | +1.2% | +2.9% |
| 30D | -11.3% | +8.0% | -19.3% | -14.0% |
| 3M | -12.3% | +5.9% | -18.2% | -14.4% |
| 6M | -10.8% | +11.6% | -22.5% | -15.1% |
| YTD | +8.2% | +17.5% | -9.4% | +0.7% |
| 1Y | +1.5% | +13.3% | -11.8% | -4.2% |
| 3Y | +91.5% | +67.0% | +24.4% | +53.3% |
| 5Y | +130.2% | +150.6% | -20.4% | +57.6% |
| 10Y | +727.9% | +343.1% | +384.9% | +346.8% |
| All | +14,755.6% | +20,558.3% | -5,802.6% | +2,683.0% |
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