-24.9%
AFRM vs TD
+156.4%
-181.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.3% | -0.7% |
| 7D | -7.0% | +0.3% | -7.3% | -7.2% |
| 30D | -7.8% | +0.4% | -8.2% | -8.7% |
| 3M | +5.3% | +7.6% | -2.3% | -6.0% |
| 6M | +42.6% | +25.0% | +17.7% | +2.5% |
| YTD | -2.8% | +31.0% | -33.8% | -34.4% |
| 1Y | -19.3% | +65.2% | -84.5% | -61.2% |
| 3Y | +231.0% | +122.5% | +108.5% | +2.5% |
| 5Y | -22.2% | +124.8% | -147.0% | -71.7% |
| All | -24.9% | +156.4% | -181.3% | -76.0% |
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