+173.8%
TRV vs AFRM
-58.9%
+232.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.9% |
| 7D | -0.3% | -7.3% | +7.0% | -0.1% |
| 30D | +9.6% | -9.6% | +19.2% | +9.8% |
| 3M | +2.7% | -11.1% | +13.8% | +2.9% |
| 6M | +32.0% | +3.9% | +28.2% | +31.7% |
| YTD | +37.8% | -8.5% | +46.3% | +37.6% |
| 1Y | +45.2% | +3.3% | +42.0% | +44.5% |
| 3Y | +145.3% | +213.7% | -68.5% | +136.2% |
| All | +173.8% | -58.9% | +232.7% | +157.0% |
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