+189.3%
TRV vs AFRM
-20.4%
+209.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.3% |
| 7D | -0.1% | -7.0% | +6.8% | 0.0% |
| 30D | -3.4% | -7.8% | +4.4% | -3.3% |
| 3M | +26.4% | +5.3% | +21.1% | +26.2% |
| 6M | +19.3% | +42.6% | -23.3% | +18.3% |
| YTD | +28.3% | -2.8% | +31.1% | +28.1% |
| 1Y | +34.3% | -19.3% | +53.6% | +34.3% |
| 3Y | +140.1% | +231.0% | -90.8% | +133.8% |
| 5Y | +155.7% | -22.2% | +178.0% | +145.8% |
| All | +189.3% | -20.4% | +209.7% | +178.1% |
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 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