+86.2%
TFC vs AFRM
+203.8%
-117.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | +1.2% | -7.3% | +8.5% | +2.4% |
| 30D | +8.3% | -9.6% | +17.9% | +9.8% |
| 3M | -5.2% | -11.1% | +5.9% | -3.9% |
| 6M | -0.8% | +3.9% | -4.7% | -2.7% |
| YTD | +3.4% | -8.5% | +11.9% | +2.6% |
| 1Y | +17.0% | +3.3% | +13.7% | +13.2% |
| 3Y | +86.2% | +213.7% | -127.6% | +49.9% |
| All | +86.2% | +203.8% | -117.6% | +49.9% |
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 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