-23.3%
TNA vs AFRM
-25.4%
+2.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.2% | +1.5% |
| 7D | -2.1% | -10.3% | +8.1% | +2.6% |
| 30D | +3.1% | -13.7% | +16.8% | +9.9% |
| 3M | -20.2% | -11.6% | -8.6% | -16.4% |
| 6M | -10.0% | +2.1% | -12.1% | -11.4% |
| YTD | +30.3% | -8.9% | +39.2% | +32.5% |
| 1Y | +31.1% | -9.7% | +40.8% | +33.4% |
| 3Y | +149.4% | +202.5% | -53.1% | +44.9% |
| 5Y | -42.5% | -55.3% | +12.9% | -57.8% |
| All | -23.3% | -25.4% | +2.0% | -48.6% |
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