+10.7%
TTMI vs AFL
+18.6%
-7.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.0% | -11.1% | -8.4% |
| 7D | -19.2% | +2.9% | -22.1% | -15.0% |
| 30D | -44.9% | +11.5% | -56.4% | -34.0% |
| 3M | -44.7% | +0.6% | -45.4% | -41.6% |
| 6M | -53.4% | +11.7% | -65.1% | -44.4% |
| YTD | +6.3% | +15.4% | -9.1% | +30.3% |
| 1Y | +10.7% | +17.6% | -6.9% | +36.7% |
| All | +10.7% | +18.6% | -7.9% | +36.7% |
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 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