-72.0%
TTD vs AFL
+18.6%
-90.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.6% |
| 7D | +3.7% | +2.9% | +0.8% | +2.8% |
| 30D | +10.4% | +11.5% | -1.1% | +7.1% |
| 3M | -31.6% | +0.6% | -32.2% | -31.9% |
| 6M | -45.1% | +11.7% | -56.8% | -44.6% |
| YTD | -65.1% | +15.4% | -80.6% | -64.5% |
| 1Y | -72.0% | +17.6% | -89.6% | -71.2% |
| All | -72.0% | +18.6% | -90.6% | -71.2% |
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 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