-19.2%
TNA vs AFRM
-21.7%
+2.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +4.1% | +3.1% | +1.0% | +2.6% |
| 30D | -7.6% | -4.2% | -3.4% | -6.2% |
| 3M | +8.1% | +10.1% | -2.0% | +2.7% |
| 6M | +49.0% | +39.4% | +9.6% | +27.3% |
| YTD | +51.7% | -3.2% | +54.9% | +50.2% |
| 1Y | +59.6% | -16.1% | +75.7% | +65.8% |
| 3Y | +118.9% | +220.8% | -101.9% | +14.2% |
| 5Y | -19.2% | -17.7% | -1.5% | -48.6% |
| All | -19.2% | -21.7% | +2.6% | -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 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