-52.1%
TE vs AFRM
-20.7%
-31.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.4% | +10.4% | +10.1% |
| 7D | +18.2% | +3.1% | +15.2% | +17.1% |
| 30D | -13.5% | -4.2% | -9.3% | -12.4% |
| 3M | -44.6% | +10.1% | -54.7% | -46.0% |
| 6M | -24.7% | +39.4% | -64.1% | -31.7% |
| YTD | -24.3% | -3.2% | -21.1% | -24.1% |
| 1Y | +155.6% | -16.1% | +171.6% | +166.2% |
| 3Y | -18.3% | +220.8% | -239.0% | -44.0% |
| 5Y | -41.3% | -17.7% | -23.6% | -57.4% |
| All | -52.1% | -20.7% | -31.4% | -63.4% |
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 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