+229.9%
AFRM vs TD
+123.2%
+106.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.3% | -0.9% |
| 7D | -7.0% | +0.3% | -7.3% | -7.2% |
| 30D | -7.8% | +0.4% | -8.2% | -8.6% |
| 3M | +5.3% | +7.6% | -2.3% | -5.0% |
| 6M | +42.6% | +25.0% | +17.7% | +5.5% |
| YTD | -2.8% | +31.0% | -33.8% | -32.0% |
| 1Y | -19.3% | +65.2% | -84.5% | -58.4% |
| All | +229.9% | +123.2% | +106.7% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling