-27.8%
TNA vs AFRM
-28.4%
+0.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | +3.7% | -4.4% | +8.1% | +5.7% |
| 30D | +4.4% | -7.7% | +12.0% | +8.3% |
| 3M | -26.7% | -16.9% | -9.8% | -21.0% |
| 6M | -12.8% | +2.5% | -15.3% | -14.2% |
| YTD | +22.7% | -12.5% | +35.2% | +26.9% |
| 1Y | +35.7% | -11.0% | +46.7% | +38.9% |
| 3Y | +134.6% | +184.6% | -50.0% | +39.8% |
| 5Y | -46.0% | -56.3% | +10.3% | -59.8% |
| All | -27.8% | -28.4% | +0.5% | -50.8% |
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