+459.4%
TTMI vs AFL
+1,139.5%
-680.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +3.8% |
| 7D | +12.2% | -0.7% | +12.9% | +12.5% |
| 30D | -5.7% | -7.1% | +1.4% | -2.5% |
| 3M | -27.5% | +0.4% | -27.9% | -28.4% |
| 6M | +47.1% | +4.5% | +42.6% | +41.7% |
| YTD | +87.5% | +6.1% | +81.4% | +78.5% |
| 1Y | +175.2% | +10.6% | +164.7% | +155.6% |
| 3Y | +901.9% | +64.0% | +837.9% | +648.9% |
| 5Y | +843.5% | +133.7% | +709.7% | +492.6% |
| 10Y | +1,077.0% | +298.0% | +779.0% | +440.5% |
| All | +459.4% | +1,139.5% | -680.1% | +28.1% |
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