+214.0%
TRV vs AFRM
-25.4%
+239.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.4% |
| 7D | -2.4% | -10.3% | +7.9% | -2.2% |
| 30D | +7.5% | -13.7% | +21.2% | +7.7% |
| 3M | +6.7% | -11.6% | +18.3% | +6.9% |
| 6M | +35.5% | +2.1% | +33.4% | +35.2% |
| YTD | +39.3% | -8.9% | +48.1% | +39.1% |
| 1Y | +41.8% | -9.7% | +51.5% | +41.6% |
| 3Y | +147.3% | +202.5% | -55.1% | +141.1% |
| 5Y | +178.3% | -55.3% | +233.6% | +165.7% |
| All | +214.0% | -25.4% | +239.4% | +202.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling