-85.1%
TTD vs AFL
+149.6%
-234.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.9% |
| 7D | +21.3% | +2.9% | +18.4% | +19.5% |
| 30D | +28.7% | +8.0% | +20.8% | +23.5% |
| 3M | +7.7% | +5.9% | +1.8% | +4.3% |
| 6M | -23.5% | +11.6% | -35.1% | -27.7% |
| YTD | -58.7% | +17.5% | -76.2% | -62.3% |
| 1Y | -63.4% | +13.3% | -76.7% | -65.9% |
| 3Y | -75.3% | +67.0% | -142.3% | -83.3% |
| All | -85.1% | +149.6% | -234.8% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling