+199.0%
TT vs AFRM
-25.2%
+224.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +1.7% | -7.5% | +9.3% | +2.4% |
| 30D | -11.8% | -15.7% | +3.9% | -10.6% |
| 3M | -12.6% | -9.6% | -3.0% | -12.1% |
| 6M | -9.4% | +6.3% | -15.6% | -10.3% |
| YTD | +8.8% | -8.6% | +17.4% | +8.4% |
| 1Y | -2.5% | -7.6% | +5.1% | -3.2% |
| 3Y | +95.7% | +173.7% | -78.0% | +69.5% |
| 5Y | +135.7% | -56.9% | +192.6% | +99.1% |
| All | +199.0% | -25.2% | +224.1% | +150.6% |
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