-31.7%
AFRM vs TCOM
+33.0%
-64.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.5% |
| 7D | -5.5% | -1.4% | -4.1% | -4.9% |
| 30D | -15.5% | +11.5% | -27.0% | -20.1% |
| 3M | -10.3% | -5.2% | -5.1% | -8.3% |
| 6M | +0.6% | -16.9% | +17.5% | +8.6% |
| YTD | -11.5% | -39.9% | +28.4% | +11.0% |
| 1Y | -16.6% | -42.1% | +25.5% | +6.6% |
| 3Y | +193.5% | +28.0% | +165.5% | +124.3% |
| 5Y | -55.8% | +40.4% | -96.2% | -72.7% |
| All | -31.7% | +33.0% | -64.7% | -50.6% |
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