+146.0%
TT vs AFRM
-23.1%
+169.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.5% | +1.1% |
| 7D | 0.0% | -7.0% | +7.0% | +0.7% |
| 30D | -7.2% | -7.8% | +0.6% | -6.5% |
| 3M | -3.0% | +5.3% | -8.3% | -3.7% |
| 6M | +1.4% | +42.6% | -41.3% | -2.7% |
| YTD | +15.9% | -2.8% | +18.7% | +14.9% |
| 1Y | +9.4% | -19.3% | +28.7% | +9.9% |
| 3Y | +124.4% | +231.0% | -106.6% | +85.4% |
| All | +146.0% | -23.1% | +169.1% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling