-24.9%
AFRM vs TYL
-14.6%
-10.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.4% | +2.1% |
| 7D | -7.0% | -3.7% | -3.3% | -3.0% |
| 30D | -7.8% | +18.7% | -26.5% | -25.2% |
| 3M | +5.3% | +18.1% | -12.8% | -18.0% |
| 6M | +42.6% | -1.1% | +43.8% | +35.1% |
| YTD | -2.8% | -19.8% | +17.0% | +17.6% |
| 1Y | -19.3% | -34.3% | +15.0% | +26.2% |
| 3Y | +231.0% | -8.2% | +239.2% | +171.7% |
| 5Y | -22.2% | -25.4% | +3.2% | +0.5% |
| All | -24.9% | -14.6% | -10.3% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling