-31.6%
AFRM vs TMF
-89.3%
+57.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.8% | -2.3% |
| 7D | -8.4% | -1.1% | -7.3% | -8.2% |
| 30D | -18.3% | +11.8% | -30.1% | -20.0% |
| 3M | -12.7% | -4.0% | -8.7% | -12.0% |
| 6M | +3.0% | -16.5% | +19.6% | +6.6% |
| YTD | -11.4% | -19.9% | +8.5% | -7.9% |
| 1Y | -13.3% | -25.6% | +12.2% | -8.7% |
| 3Y | +194.0% | -29.9% | +223.9% | +202.9% |
| 5Y | -50.6% | -88.2% | +37.6% | -41.2% |
| All | -31.6% | -89.3% | +57.7% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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