+333.3%
AFRM vs TLN
+683.0%
-349.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.2% | -7.3% | -2.5% |
| 7D | -7.5% | +9.1% | -16.6% | -10.8% |
| 30D | -15.7% | -4.1% | -11.6% | -15.0% |
| 3M | -9.6% | +4.4% | -14.0% | -12.4% |
| 6M | +6.3% | -6.0% | +12.3% | +5.7% |
| YTD | -8.6% | -3.1% | -5.5% | -12.8% |
| 1Y | -7.6% | -6.1% | -1.5% | -10.9% |
| 3Y | +173.7% | +575.3% | -401.7% | +28.3% |
| All | +333.3% | +683.0% | -349.7% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling