+202.0%
TT vs AFRM
-25.4%
+227.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.7% |
| 7D | +3.5% | -10.3% | +13.8% | +4.4% |
| 30D | -11.0% | -13.7% | +2.7% | -10.0% |
| 3M | -12.0% | -11.6% | -0.5% | -11.4% |
| 6M | -10.4% | +2.1% | -12.5% | -11.1% |
| YTD | +9.9% | -8.9% | +18.8% | +9.5% |
| 1Y | +1.5% | -9.7% | +11.2% | +1.0% |
| 3Y | +93.7% | +202.5% | -108.7% | +66.5% |
| 5Y | +139.2% | -55.3% | +194.6% | +102.0% |
| All | +202.0% | -25.4% | +227.4% | +153.2% |
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