+220.9%
AFRM vs TYL
+5.0%
+215.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.7% | -9.5% | -8.6% |
| 7D | -6.9% | +15.1% | -22.0% | -13.1% |
| 30D | -7.0% | +30.1% | -37.0% | -18.5% |
| 3M | -11.2% | +40.4% | -51.6% | -25.5% |
| 6M | +4.3% | +31.3% | -27.0% | -10.8% |
| YTD | -6.4% | -5.2% | -1.2% | -2.9% |
| 1Y | -2.6% | -6.6% | +4.0% | +1.8% |
| All | +220.9% | +5.0% | +215.9% | +225.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling