+186.4%
TRV vs AFRM
-20.7%
+207.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +0.5% | +3.1% | -2.6% | +0.4% |
| 30D | -4.9% | -4.2% | -0.6% | -4.8% |
| 3M | +23.7% | +10.1% | +13.6% | +23.5% |
| 6M | +20.3% | +39.4% | -19.1% | +19.4% |
| YTD | +27.1% | -3.2% | +30.2% | +26.8% |
| 1Y | +35.3% | -16.1% | +51.4% | +35.3% |
| 3Y | +139.8% | +220.8% | -81.0% | +133.6% |
| 5Y | +153.9% | -17.7% | +171.5% | +144.2% |
| All | +186.4% | -20.7% | +207.1% | +175.4% |
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