+25.9%
TFC vs AFRM
-25.2%
+51.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +0.3% | -7.5% | +7.9% | +1.2% |
| 30D | +9.2% | -15.7% | +24.9% | +11.2% |
| 3M | -2.9% | -9.6% | +6.7% | -2.1% |
| 6M | +3.5% | +6.3% | -2.8% | +1.9% |
| YTD | +5.4% | -8.6% | +14.0% | +4.9% |
| 1Y | +17.3% | -7.6% | +24.9% | +16.3% |
| 3Y | +96.7% | +173.7% | -77.0% | +65.2% |
| 5Y | -1.1% | -56.9% | +55.8% | -21.3% |
| All | +25.9% | -25.2% | +51.1% | -1.1% |
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