+333.8%
AFRM vs TLN
+630.2%
-296.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.1% | -9.3% | -4.6% |
| 7D | -7.3% | -1.3% | -6.0% | -7.4% |
| 30D | -9.6% | -10.5% | +0.9% | -6.7% |
| 3M | -11.1% | +0.1% | -11.2% | -12.6% |
| 6M | +3.9% | -17.4% | +21.3% | +8.0% |
| YTD | -8.5% | -9.7% | +1.2% | -10.6% |
| 1Y | +3.3% | -12.3% | +15.5% | +2.0% |
| 3Y | +213.7% | +528.3% | -314.5% | +50.7% |
| All | +333.8% | +630.2% | -296.4% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling