-2.6%
AFRM vs TYL
-8.4%
+5.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.7% | -9.5% | -8.4% |
| 7D | -6.9% | +15.1% | -22.0% | -11.3% |
| 30D | -7.0% | +30.1% | -37.0% | -15.3% |
| 3M | -11.2% | +40.4% | -51.6% | -21.5% |
| 6M | +4.3% | +31.3% | -27.0% | -6.1% |
| YTD | -6.4% | -5.2% | -1.2% | -5.3% |
| 1Y | -2.6% | -6.6% | +4.0% | -1.8% |
| All | -2.6% | -8.4% | +5.8% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling