+320.1%
AFRM vs TLN
+678.8%
-358.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.5% | -2.9% |
| 7D | -8.4% | +1.1% | -9.5% | -9.1% |
| 30D | -18.3% | -4.6% | -13.7% | -17.5% |
| 3M | -12.7% | +5.2% | -17.9% | -15.6% |
| 6M | +3.0% | -6.5% | +9.6% | +2.6% |
| YTD | -11.4% | -3.6% | -7.7% | -15.3% |
| 1Y | -13.3% | -8.2% | -5.1% | -15.6% |
| 3Y | +194.0% | +559.7% | -365.7% | +39.3% |
| All | +320.1% | +678.8% | -358.8% | +73.3% |
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