-25.2%
AFRM vs TCOM
+24.7%
-49.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.3% |
| 7D | +3.1% | -7.6% | +10.7% | +7.1% |
| 30D | -4.2% | -12.2% | +8.0% | +2.1% |
| 3M | +10.1% | -14.2% | +24.3% | +17.4% |
| 6M | +39.4% | -25.0% | +64.4% | +59.2% |
| YTD | -3.2% | -43.7% | +40.5% | +26.0% |
| 1Y | -16.1% | -44.5% | +28.5% | +10.1% |
| 3Y | +220.8% | +13.4% | +207.4% | +162.8% |
| 5Y | -17.7% | +26.5% | -44.1% | -47.0% |
| All | -25.2% | +24.7% | -49.9% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TCOM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling