+128.8%
TDG vs AFRM
-20.4%
+149.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.6% |
| 7D | -2.0% | -7.0% | +4.9% | -1.4% |
| 30D | -7.4% | -7.8% | +0.4% | -6.7% |
| 3M | -5.4% | +5.3% | -10.7% | -6.1% |
| 6M | -11.6% | +42.6% | -54.3% | -15.0% |
| YTD | -12.6% | -2.8% | -9.8% | -13.2% |
| 1Y | -9.3% | -19.3% | +10.0% | -8.9% |
| 3Y | +49.2% | +231.0% | -181.8% | +25.1% |
| 5Y | +132.1% | -22.2% | +154.4% | +91.4% |
| All | +128.8% | -20.4% | +149.2% | +85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling