+124.5%
TDG vs AFRM
-21.4%
+146.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | +0.7% |
| 7D | -1.9% | -1.3% | -0.6% | -1.8% |
| 30D | -7.7% | -2.7% | -5.0% | -7.6% |
| 3M | -9.3% | +7.4% | -16.8% | -10.2% |
| 6M | -9.4% | +40.7% | -50.0% | -12.7% |
| YTD | -14.3% | -4.0% | -10.2% | -14.7% |
| 1Y | -11.8% | -12.2% | +0.4% | -12.1% |
| 3Y | +52.0% | +203.1% | -151.1% | +28.5% |
| 5Y | +128.8% | -42.2% | +171.1% | +90.4% |
| All | +124.5% | -21.4% | +146.0% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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