+91.5%
TT vs AFRM
+192.6%
-101.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | +4.0% | -4.4% | +8.4% | +4.4% |
| 30D | -11.3% | -7.7% | -3.7% | -10.8% |
| 3M | -12.3% | -16.9% | +4.6% | -11.1% |
| 6M | -10.8% | +2.5% | -13.3% | -11.6% |
| YTD | +8.2% | -12.5% | +20.7% | +8.0% |
| 1Y | +1.5% | -11.0% | +12.5% | +1.1% |
| 3Y | +91.5% | +184.6% | -93.1% | +79.1% |
| All | +91.5% | +192.6% | -101.2% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling