-29.4%
AFRM vs TCOM
+35.6%
-65.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -7.5% | +7.4% | -15.0% | -10.9% |
| 30D | -15.7% | +13.2% | -28.9% | -20.9% |
| 3M | -9.6% | -4.6% | -5.0% | -7.9% |
| 6M | +6.3% | -16.4% | +22.7% | +14.3% |
| YTD | -8.6% | -38.8% | +30.2% | +13.6% |
| 1Y | -7.6% | -37.3% | +29.7% | +13.5% |
| 3Y | +173.7% | +31.4% | +142.2% | +106.2% |
| 5Y | -56.9% | +45.5% | -102.4% | -73.7% |
| All | -29.4% | +35.6% | -65.0% | -49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling