+1,124.0%
TTMI vs AFL
+303.3%
+820.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.6% | +3.1% |
| 7D | +0.7% | -1.6% | +2.3% | +1.3% |
| 30D | -8.4% | -4.0% | -4.4% | -7.0% |
| 3M | -32.5% | -0.5% | -32.0% | -33.0% |
| 6M | +32.5% | +6.5% | +26.0% | +27.0% |
| YTD | +83.2% | +6.2% | +77.1% | +75.1% |
| 1Y | +161.7% | +8.3% | +153.4% | +146.6% |
| 3Y | +890.1% | +62.5% | +827.6% | +640.6% |
| 5Y | +832.4% | +136.2% | +696.3% | +476.6% |
| All | +1,124.0% | +303.3% | +820.8% | +480.2% |
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