-57.6%
AFRM vs TMF
-87.8%
+30.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.6% | -8.4% | -8.0% |
| 7D | -6.9% | +2.7% | -9.6% | -7.4% |
| 30D | -7.0% | +19.3% | -26.3% | -10.2% |
| 3M | -11.2% | -3.7% | -7.6% | -10.7% |
| 6M | +4.3% | -11.3% | +15.6% | +6.7% |
| YTD | -6.4% | -16.6% | +10.2% | -3.4% |
| 1Y | -2.6% | -21.1% | +18.5% | +1.5% |
| 3Y | +210.6% | -26.8% | +237.4% | +215.8% |
| 5Y | -57.6% | -88.0% | +30.4% | -54.4% |
| All | -57.6% | -87.8% | +30.3% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling