+215.0%
TRV vs AFRM
-27.4%
+242.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +1.5% |
| 7D | +1.4% | -8.4% | +9.7% | +1.5% |
| 30D | +8.7% | -18.3% | +27.0% | +9.0% |
| 3M | +7.1% | -12.7% | +19.8% | +7.3% |
| 6M | +35.5% | +3.0% | +32.5% | +35.2% |
| YTD | +39.7% | -11.4% | +51.1% | +39.6% |
| 1Y | +44.1% | -13.3% | +57.4% | +44.0% |
| 3Y | +148.1% | +194.0% | -45.9% | +142.1% |
| 5Y | +178.6% | -50.6% | +229.2% | +166.4% |
| All | +215.0% | -27.4% | +242.5% | +203.2% |
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