-31.7%
AFRM vs TD
+162.8%
-194.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.6% | -2.4% |
| 7D | -5.5% | +0.6% | -6.1% | -6.2% |
| 30D | -15.5% | +5.0% | -20.4% | -20.7% |
| 3M | -10.3% | +1.1% | -11.4% | -11.8% |
| 6M | +0.6% | +16.5% | -15.8% | -19.8% |
| YTD | -11.5% | +34.3% | -45.8% | -42.3% |
| 1Y | -16.6% | +52.9% | -69.5% | -55.1% |
| 3Y | +193.5% | +132.2% | +61.3% | -15.4% |
| 5Y | -55.8% | +101.9% | -157.7% | -83.1% |
| All | -31.7% | +162.8% | -194.5% | -78.9% |
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