+179.0%
TT vs AFRM
-23.4%
+202.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.8% | +3.4% | -3.7% |
| 7D | -9.0% | -6.9% | -2.0% | -8.4% |
| 30D | -17.6% | -7.0% | -10.7% | -17.2% |
| 3M | -18.7% | -11.2% | -7.4% | -18.1% |
| 6M | -17.4% | +4.3% | -21.7% | -18.2% |
| YTD | +1.5% | -6.4% | +8.0% | +0.9% |
| 1Y | -9.4% | -2.6% | -6.8% | -10.5% |
| 3Y | +85.1% | +210.6% | -125.5% | +58.5% |
| 5Y | +125.7% | -57.6% | +183.3% | +90.3% |
| All | +179.0% | -23.4% | +202.3% | +133.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling