-20.9%
AFRM vs TMF
-87.5%
+66.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | -7.0% | -1.4% | -5.5% | -6.7% |
| 30D | -7.8% | -2.8% | -5.0% | -7.3% |
| 3M | +5.3% | -10.9% | +16.2% | +7.6% |
| 6M | +42.6% | -21.3% | +64.0% | +48.6% |
| YTD | -2.8% | -15.9% | +13.1% | 0.0% |
| 1Y | -19.3% | -15.7% | -3.6% | -17.2% |
| 3Y | +231.0% | -43.4% | +274.3% | +247.1% |
| All | -20.9% | -87.5% | +66.6% | -20.8% |
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