-29.3%
AFRM vs TCOM
+36.6%
-65.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.9% |
| 7D | -7.3% | +12.1% | -19.4% | -12.5% |
| 30D | -9.6% | +16.5% | -26.0% | -16.3% |
| 3M | -11.1% | -4.0% | -7.0% | -9.6% |
| 6M | +3.9% | -18.5% | +22.4% | +13.2% |
| YTD | -8.5% | -38.3% | +29.8% | +13.4% |
| 1Y | +3.3% | -36.6% | +39.9% | +26.1% |
| 3Y | +213.7% | +31.1% | +182.6% | +136.9% |
| 5Y | -58.5% | +47.6% | -106.1% | -74.8% |
| All | -29.3% | +36.6% | -65.9% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling