-29.6%
AFRM vs TMF
-89.3%
+59.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | -10.3% | -3.4% | -6.9% | -9.7% |
| 30D | -13.7% | +11.5% | -25.2% | -15.5% |
| 3M | -11.6% | -4.5% | -7.1% | -10.8% |
| 6M | +2.1% | -15.0% | +17.1% | +5.3% |
| YTD | -8.9% | -19.9% | +11.0% | -5.3% |
| 1Y | -9.7% | -26.6% | +16.9% | -4.7% |
| 3Y | +202.5% | -29.8% | +232.3% | +211.5% |
| 5Y | -55.3% | -88.2% | +32.9% | -46.9% |
| All | -29.6% | -89.3% | +59.7% | -16.6% |
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