-84.0%
TTD vs AFL
+62.8%
-146.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -4.6% | -2.1% | -2.5% | -4.0% |
| 30D | +3.7% | -5.4% | +9.1% | +5.2% |
| 3M | -30.2% | -0.3% | -30.0% | -29.8% |
| 6M | -51.4% | +5.2% | -56.6% | -51.7% |
| YTD | -63.4% | +5.7% | -69.1% | -63.8% |
| 1Y | -73.5% | +10.2% | -83.7% | -74.1% |
| All | -84.0% | +62.8% | -146.7% | -87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling