+365.8%
TTD vs AFL
+298.1%
+67.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.0% |
| 7D | +1.7% | -0.7% | +2.5% | +2.2% |
| 30D | +1.6% | -7.1% | +8.7% | +5.5% |
| 3M | -27.8% | +0.4% | -28.3% | -27.9% |
| 6M | -52.1% | +4.5% | -56.7% | -53.2% |
| YTD | -63.1% | +6.1% | -69.1% | -64.3% |
| 1Y | -73.1% | +10.6% | -83.6% | -74.6% |
| 3Y | -83.3% | +64.0% | -147.3% | -87.6% |
| 5Y | -80.6% | +133.7% | -214.3% | -88.2% |
| All | +365.8% | +298.1% | +67.6% | +178.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling