+127.9%
TT vs AFRM
-58.9%
+186.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +2.6% |
| 7D | -2.0% | -7.3% | +5.3% | -1.3% |
| 30D | -14.0% | -9.6% | -4.5% | -13.3% |
| 3M | -15.9% | -11.1% | -4.8% | -15.2% |
| 6M | -17.3% | +3.9% | -21.2% | -18.2% |
| YTD | +4.0% | -8.5% | +12.4% | +3.4% |
| 1Y | -7.1% | +3.3% | -10.4% | -9.0% |
| 3Y | +90.2% | +213.7% | -123.5% | +56.3% |
| All | +127.9% | -58.9% | +186.8% | +95.2% |
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 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