+218.4%
TT vs AFRM
-20.4%
+238.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.5% | +1.1% |
| 7D | 0.0% | -7.0% | +7.0% | +0.6% |
| 30D | -7.2% | -7.8% | +0.6% | -6.6% |
| 3M | -3.0% | +5.3% | -8.3% | -3.7% |
| 6M | +1.4% | +42.6% | -41.3% | -2.2% |
| YTD | +15.9% | -2.8% | +18.7% | +15.1% |
| 1Y | +9.4% | -19.3% | +28.7% | +9.8% |
| 3Y | +124.4% | +231.0% | -106.6% | +90.7% |
| 5Y | +138.0% | -22.2% | +160.3% | +99.8% |
| All | +218.4% | -20.4% | +238.8% | +166.1% |
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 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