-13.3%
AFRM vs TD
+55.9%
-69.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.7% |
| 7D | -8.4% | -0.7% | -7.7% | -7.3% |
| 30D | -18.3% | +7.6% | -25.9% | -24.1% |
| 3M | -12.7% | +3.0% | -15.7% | -15.4% |
| 6M | +3.0% | +16.8% | -13.8% | -16.8% |
| YTD | -11.4% | +34.3% | -45.7% | -41.1% |
| 1Y | -13.3% | +56.0% | -69.3% | -50.2% |
| All | -13.3% | +55.9% | -69.2% | -50.2% |
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