+135.5%
TDG vs AFRM
-21.7%
+157.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.3% |
| 6M | -11.5% | +39.4% | -51.0% | -15.0% |
| YTD | -13.9% | -3.2% | -10.7% | -14.5% |
| 1Y | -11.5% | -16.1% | +4.6% | -11.3% |
| 3Y | +53.7% | +220.8% | -167.1% | +26.3% |
| 5Y | +135.5% | -17.7% | +153.2% | +90.4% |
| All | +135.5% | -21.7% | +157.3% | +90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling