+155.9%
TNA vs AFRM
+172.4%
-16.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.1% | +9.7% | +9.7% |
| 7D | +2.3% | -7.5% | +9.8% | +6.8% |
| 30D | +1.4% | -15.7% | +17.1% | +10.7% |
| 3M | -21.1% | -9.6% | -11.5% | -17.5% |
| 6M | -9.4% | +6.3% | -15.7% | -13.2% |
| YTD | +29.6% | -8.6% | +38.2% | +31.0% |
| 1Y | +34.6% | -7.6% | +42.2% | +34.7% |
| 3Y | +155.9% | +173.7% | -17.8% | +39.3% |
| All | +155.9% | +172.4% | -16.6% | +39.3% |
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