-29.4%
AFRM vs TD
+163.7%
-193.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -2.2% |
| 7D | -7.5% | -0.6% | -6.9% | -6.5% |
| 30D | -15.7% | +7.9% | -23.6% | -24.1% |
| 3M | -9.6% | +3.1% | -12.7% | -13.8% |
| 6M | +6.3% | +17.2% | -10.9% | -16.1% |
| YTD | -8.6% | +34.7% | -43.3% | -40.7% |
| 1Y | -7.6% | +56.9% | -64.5% | -52.0% |
| 3Y | +173.7% | +134.7% | +38.9% | -22.5% |
| 5Y | -56.9% | +104.8% | -161.7% | -83.7% |
| All | -29.4% | +163.7% | -193.1% | -78.3% |
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