+25.8%
TFC vs AFRM
-27.4%
+53.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +0.2% |
| 7D | +1.7% | -8.4% | +10.1% | +2.7% |
| 30D | +9.0% | -18.3% | +27.3% | +11.5% |
| 3M | -2.1% | -12.7% | +10.6% | -0.9% |
| 6M | +3.4% | +3.0% | +0.3% | +2.1% |
| YTD | +5.3% | -11.4% | +16.7% | +5.2% |
| 1Y | +16.2% | -13.3% | +29.5% | +16.0% |
| 3Y | +94.8% | +194.0% | -99.2% | +62.7% |
| 5Y | -0.7% | -50.6% | +49.9% | -20.8% |
| All | +25.8% | -27.4% | +53.2% | -0.9% |
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