-11.0%
AFRM vs TD
+52.8%
-63.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.4% | +1.1% | -5.5% | -5.5% |
| 30D | -7.7% | +5.2% | -12.9% | -11.9% |
| 3M | -16.9% | +1.2% | -18.1% | -17.6% |
| 6M | +2.5% | +17.7% | -15.3% | -17.1% |
| YTD | -12.5% | +34.2% | -46.7% | -39.9% |
| 1Y | -11.0% | +55.4% | -66.5% | -42.4% |
| All | -11.0% | +52.8% | -63.8% | -42.4% |
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