-72.2%
TTD vs AFL
+11.7%
-83.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.2% |
| 7D | +6.3% | +0.6% | +5.7% | +6.3% |
| 30D | -23.9% | -6.2% | -17.7% | -22.9% |
| 3M | -31.4% | +2.2% | -33.6% | -30.2% |
| 6M | -42.7% | +5.3% | -47.9% | -41.6% |
| YTD | -62.0% | +8.0% | -69.9% | -61.0% |
| 1Y | -72.2% | +10.2% | -82.4% | -71.1% |
| All | -72.2% | +11.7% | -83.9% | -71.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling