+199.1%
TT vs AFRM
-27.4%
+226.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.1% | +0.3% |
| 7D | +0.8% | -8.4% | +9.2% | +1.5% |
| 30D | -11.8% | -18.3% | +6.5% | -10.4% |
| 3M | -11.6% | -12.7% | +1.1% | -10.8% |
| 6M | -9.3% | +3.0% | -12.3% | -10.0% |
| YTD | +8.9% | -11.4% | +20.3% | +8.7% |
| 1Y | -2.2% | -13.3% | +11.1% | -2.4% |
| 3Y | +91.9% | +194.0% | -102.1% | +65.3% |
| 5Y | +136.0% | -50.6% | +186.6% | +99.6% |
| All | +199.1% | -27.4% | +226.6% | +151.4% |
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