-29.6%
AFRM vs TRMB
-21.2%
-8.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | -1.1% |
| 7D | -10.3% | +4.1% | -14.4% | -14.7% |
| 30D | -13.7% | -5.1% | -8.7% | -13.1% |
| 3M | -11.6% | -2.6% | -9.0% | -14.3% |
| 6M | +2.1% | -2.7% | +4.8% | -3.2% |
| YTD | -8.9% | -27.9% | +19.1% | +28.1% |
| 1Y | -9.7% | -29.0% | +19.3% | +29.6% |
| 3Y | +202.5% | +35.0% | +167.5% | +57.1% |
| 5Y | -55.3% | -33.9% | -21.4% | -19.7% |
| All | -29.6% | -21.2% | -8.4% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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