+29.3%
TFC vs AFRM
-20.4%
+49.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.4% |
| 7D | +2.4% | -7.0% | +9.4% | +3.3% |
| 30D | -1.3% | -7.8% | +6.5% | -0.5% |
| 3M | +6.1% | +5.3% | +0.8% | +4.9% |
| 6M | +7.3% | +42.6% | -35.3% | +1.9% |
| YTD | +8.2% | -2.8% | +11.0% | +7.2% |
| 1Y | +14.4% | -19.3% | +33.7% | +15.1% |
| 3Y | +93.7% | +231.0% | -137.3% | +59.1% |
| 5Y | +16.4% | -22.2% | +38.6% | -7.9% |
| All | +29.3% | -20.4% | +49.7% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling