-11.0%
AFRM vs TMF
-30.5%
+19.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.4% |
| 7D | -4.4% | -9.3% | +4.9% | +0.6% |
| 30D | -7.7% | +1.9% | -9.6% | -8.7% |
| 3M | -16.9% | -11.2% | -5.6% | -11.2% |
| 6M | +2.5% | -17.7% | +20.2% | +14.5% |
| YTD | -12.5% | -24.5% | +11.9% | -3.1% |
| 1Y | -11.0% | -29.4% | +18.4% | +3.7% |
| All | -11.0% | -30.5% | +19.4% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling