+128.3%
TDG vs AFRM
-58.9%
+187.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.3% |
| 7D | +2.3% | -10.3% | +12.6% | +3.5% |
| 30D | +11.2% | -13.7% | +24.9% | +12.9% |
| 3M | +0.2% | -11.6% | +11.8% | +1.3% |
| 6M | +3.9% | +2.1% | +1.8% | +2.9% |
| YTD | -6.4% | -8.9% | +2.5% | -6.7% |
| 1Y | -3.8% | -9.7% | +5.9% | -4.3% |
| 3Y | +46.8% | +202.5% | -155.7% | +19.4% |
| 5Y | +128.3% | -55.3% | +183.6% | +92.5% |
| All | +128.3% | -58.9% | +187.2% | +92.5% |
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