+38.5%
TNA vs AFRM
+8.5%
+30.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.0% | -0.6% | +1.9% |
| 7D | +2.4% | +3.1% | -0.7% | +0.9% |
| 30D | -0.9% | +1.1% | -2.0% | -1.6% |
| 3M | -19.2% | -3.2% | -16.0% | -18.6% |
| 6M | -0.8% | +12.7% | -13.5% | -8.4% |
| YTD | +33.2% | +1.6% | +31.6% | +22.8% |
| 1Y | +38.5% | +5.9% | +32.7% | +26.0% |
| All | +38.5% | +8.5% | +30.0% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling