+216.9%
TRV vs AFRM
-28.4%
+245.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +2.0% | -4.4% | +6.4% | +2.1% |
| 30D | +6.7% | -7.7% | +14.4% | +6.9% |
| 3M | +9.4% | -16.9% | +26.2% | +9.6% |
| 6M | +37.7% | +2.5% | +35.2% | +37.5% |
| YTD | +40.6% | -12.5% | +53.1% | +40.5% |
| 1Y | +42.4% | -11.0% | +53.5% | +42.3% |
| 3Y | +148.1% | +184.6% | -36.5% | +142.1% |
| 5Y | +181.7% | -56.3% | +238.0% | +169.1% |
| All | +216.9% | -28.4% | +245.3% | +205.1% |
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 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