-29.3%
AFRM vs TRMB
-24.5%
-4.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -3.3% |
| 7D | -7.3% | -16.7% | +9.4% | +10.8% |
| 30D | -9.6% | -9.9% | +0.3% | -2.6% |
| 3M | -11.1% | -7.6% | -3.5% | -8.0% |
| 6M | +3.9% | -14.7% | +18.5% | +16.8% |
| YTD | -8.5% | -30.9% | +22.4% | +35.8% |
| 1Y | +3.3% | -31.3% | +34.6% | +54.4% |
| 3Y | +213.7% | +29.4% | +184.3% | +70.5% |
| 5Y | -58.5% | -37.4% | -21.2% | -20.2% |
| All | -29.3% | -24.5% | -4.8% | +16.8% |
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