-78.3%
TE vs AFRM
-25.2%
-53.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.8% | -2.9% |
| 7D | -10.5% | -7.5% | -3.0% | -8.3% |
| 30D | -32.4% | -15.7% | -16.7% | -28.6% |
| 3M | -60.9% | -9.6% | -51.3% | -59.7% |
| 6M | -62.8% | +6.3% | -69.1% | -63.2% |
| YTD | -65.7% | -8.6% | -57.1% | -65.0% |
| 1Y | -39.9% | -7.6% | -32.3% | -38.8% |
| 3Y | +10.6% | +173.7% | -163.0% | -18.8% |
| 5Y | -79.7% | -56.9% | -22.8% | -84.9% |
| All | -78.3% | -25.2% | -53.1% | -83.2% |
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