+96.6%
TFC vs AFRM
+232.3%
-135.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.5% |
| 7D | +2.4% | -7.0% | +9.4% | +3.6% |
| 30D | -1.3% | -7.8% | +6.5% | -0.2% |
| 3M | +6.1% | +5.3% | +0.8% | +4.4% |
| 6M | +7.3% | +42.6% | -35.3% | -0.5% |
| YTD | +8.2% | -2.8% | +11.0% | +6.6% |
| 1Y | +14.4% | -19.3% | +33.7% | +15.4% |
| All | +96.6% | +232.3% | -135.7% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling