-25.2%
AFRM vs TD
+154.1%
-179.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.9% |
| 7D | +3.1% | +0.9% | +2.2% | +1.9% |
| 30D | -4.2% | -0.7% | -3.6% | -3.7% |
| 3M | +10.1% | +6.3% | +3.8% | 0.0% |
| 6M | +39.4% | +27.9% | +11.5% | -3.0% |
| YTD | -3.2% | +29.8% | -33.0% | -33.8% |
| 1Y | -16.1% | +63.7% | -79.7% | -59.1% |
| 3Y | +220.8% | +128.3% | +92.5% | -4.5% |
| 5Y | -17.7% | +125.5% | -143.2% | -69.8% |
| All | -25.2% | +154.1% | -179.3% | -75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling