-29.3%
AFRM vs TD
+159.8%
-189.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -1.4% |
| 7D | -7.3% | -1.7% | -5.6% | -4.8% |
| 30D | -9.6% | +8.2% | -17.8% | -18.8% |
| 3M | -11.1% | +1.7% | -12.8% | -13.5% |
| 6M | +3.9% | +14.2% | -10.4% | -15.0% |
| YTD | -8.5% | +32.8% | -41.2% | -39.4% |
| 1Y | +3.3% | +55.5% | -52.2% | -45.7% |
| 3Y | +213.7% | +129.6% | +84.1% | -8.2% |
| 5Y | -58.5% | +102.2% | -160.7% | -84.0% |
| All | -29.3% | +159.8% | -189.1% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling