-29.3%
AFRM vs TYL
-1.4%
-28.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | +0.3% |
| 7D | -7.3% | +6.7% | -14.0% | -14.0% |
| 30D | -9.6% | +26.5% | -36.1% | -32.2% |
| 3M | -11.1% | +37.3% | -48.4% | -40.5% |
| 6M | +3.9% | +31.2% | -27.3% | -31.3% |
| YTD | -8.5% | -7.4% | -1.1% | -8.7% |
| 1Y | +3.3% | -9.6% | +12.8% | +5.9% |
| 3Y | +213.7% | +1.9% | +211.8% | +124.7% |
| 5Y | -58.5% | -21.1% | -37.4% | -52.9% |
| All | -29.3% | -1.4% | -28.0% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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