-44.2%
TNA vs AFRM
-57.5%
+13.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.1% | +9.7% | +9.7% |
| 7D | +2.3% | -7.5% | +9.8% | +6.4% |
| 30D | +1.4% | -15.7% | +17.1% | +10.1% |
| 3M | -21.1% | -9.6% | -11.5% | -17.8% |
| 6M | -9.4% | +6.3% | -15.7% | -12.8% |
| YTD | +29.6% | -8.6% | +38.2% | +31.4% |
| 1Y | +34.6% | -7.6% | +42.2% | +35.2% |
| 3Y | +155.9% | +173.7% | -17.8% | +38.0% |
| 5Y | -44.2% | -56.9% | +12.7% | -53.1% |
| All | -44.2% | -57.5% | +13.3% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling