+364.1%
TTD vs AFL
+295.8%
+68.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.8% |
| 7D | -7.4% | -3.3% | -4.1% | -5.8% |
| 30D | +3.0% | -5.0% | +8.0% | +5.7% |
| 3M | -27.6% | -1.8% | -25.8% | -26.8% |
| 6M | -49.5% | +4.8% | -54.3% | -50.7% |
| YTD | -63.2% | +5.4% | -68.6% | -64.3% |
| 1Y | -69.7% | +9.0% | -78.7% | -71.2% |
| 3Y | -83.3% | +63.0% | -146.4% | -87.7% |
| 5Y | -80.8% | +134.5% | -215.3% | -88.3% |
| All | +364.1% | +295.8% | +68.4% | +178.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling