-19.3%
AFRM vs TD
+64.8%
-84.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.3% | -1.1% |
| 7D | -7.0% | +0.3% | -7.3% | -7.2% |
| 30D | -7.8% | +0.4% | -8.2% | -8.6% |
| 3M | +5.3% | +7.6% | -2.3% | -5.6% |
| 6M | +42.6% | +25.0% | +17.7% | +2.1% |
| YTD | -2.8% | +31.0% | -33.8% | -33.8% |
| 1Y | -19.3% | +65.2% | -84.5% | -57.5% |
| All | -19.3% | +64.8% | -84.1% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling