+53.7%
TDG vs AFRM
+221.8%
-168.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -0.9% | +3.1% | -4.0% | -1.3% |
| 30D | -6.5% | -4.2% | -2.3% | -6.2% |
| 3M | -5.1% | +10.1% | -15.2% | -6.4% |
| 6M | -11.5% | +39.4% | -51.0% | -15.4% |
| YTD | -13.9% | -3.2% | -10.7% | -14.7% |
| 1Y | -11.5% | -16.1% | +4.6% | -11.4% |
| 3Y | +53.7% | +220.8% | -167.1% | +16.9% |
| All | +53.7% | +221.8% | -168.1% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling