+23.4%
TMO vs AFRM
-21.4%
+44.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | +0.6% |
| 7D | -0.6% | -1.3% | +0.6% | -0.6% |
| 30D | +1.1% | -2.7% | +3.8% | +1.3% |
| 3M | +28.3% | +7.4% | +20.9% | +27.2% |
| 6M | +23.3% | +40.7% | -17.4% | +19.0% |
| YTD | +5.5% | -4.0% | +9.5% | +4.9% |
| 1Y | +24.5% | -12.2% | +36.8% | +24.3% |
| 3Y | +19.6% | +203.1% | -183.5% | +1.9% |
| 5Y | +8.1% | -42.2% | +50.4% | -8.1% |
| All | +23.4% | -21.4% | +44.8% | +2.5% |
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