-29.3%
AFRM vs TMF
-88.8%
+59.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | -7.3% | +1.2% | -8.5% | -7.5% |
| 30D | -9.6% | +19.7% | -29.3% | -12.7% |
| 3M | -11.1% | -2.1% | -9.0% | -10.8% |
| 6M | +3.9% | -13.4% | +17.3% | +6.6% |
| YTD | -8.5% | -16.7% | +8.2% | -5.6% |
| 1Y | +3.3% | -23.3% | +26.6% | +8.1% |
| 3Y | +213.7% | -24.8% | +238.5% | +217.7% |
| 5Y | -58.5% | -88.0% | +29.5% | -50.6% |
| All | -29.3% | -88.8% | +59.5% | -16.9% |
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