+104.7%
TNA vs AFRM
+209.4%
-104.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | -1.4% |
| 7D | -7.3% | -1.3% | -6.0% | -6.7% |
| 30D | -14.2% | -2.7% | -11.5% | -13.4% |
| 3M | -4.6% | +7.4% | -12.0% | -9.0% |
| 6M | +36.9% | +40.7% | -3.7% | +14.1% |
| YTD | +42.5% | -4.0% | +46.6% | +40.9% |
| 1Y | +45.8% | -12.2% | +58.0% | +48.2% |
| 3Y | +104.7% | +203.1% | -98.4% | +1.6% |
| All | +104.7% | +209.4% | -104.7% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling