-27.7%
AFRM vs TYL
+0.9%
-28.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.7% | -9.5% | -9.7% |
| 7D | -6.9% | +15.1% | -22.0% | -21.1% |
| 30D | -7.0% | +30.1% | -37.0% | -32.3% |
| 3M | -11.2% | +40.4% | -51.6% | -42.1% |
| 6M | +4.3% | +31.3% | -27.0% | -30.8% |
| YTD | -6.4% | -5.2% | -1.2% | -9.0% |
| 1Y | -2.6% | -6.6% | +4.0% | -4.0% |
| 3Y | +210.6% | +3.4% | +207.2% | +120.1% |
| 5Y | -57.6% | -19.3% | -38.3% | -53.0% |
| All | -27.7% | +0.9% | -28.7% | -29.1% |
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