+218.4%
TT vs AFRM
-20.4%
+238.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.8% |
| 7D | -0.2% | -7.0% | +6.7% | +0.3% |
| 30D | -7.4% | -7.8% | +0.4% | -6.8% |
| 3M | -3.2% | +5.3% | -8.5% | -3.9% |
| 6M | +1.1% | +42.6% | -41.5% | -2.5% |
| YTD | +15.6% | -2.8% | +18.4% | +14.8% |
| 1Y | +9.2% | -19.3% | +28.5% | +9.6% |
| 3Y | +124.4% | +231.0% | -106.6% | +90.7% |
| 5Y | +138.0% | -22.2% | +160.3% | +99.8% |
| All | +218.4% | -20.4% | +238.8% | +166.1% |
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 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