-72.0%
TTD vs AFRM
+8.5%
-80.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.0% | -2.2% | +1.3% |
| 7D | +3.7% | +3.1% | +0.6% | +2.7% |
| 30D | +10.4% | +1.1% | +9.3% | +9.7% |
| 3M | -31.6% | -3.2% | -28.4% | -31.4% |
| 6M | -45.1% | +12.7% | -57.8% | -47.4% |
| YTD | -65.1% | +1.6% | -66.7% | -67.3% |
| 1Y | -72.0% | +5.9% | -77.8% | -73.9% |
| All | -72.0% | +8.5% | -80.5% | -73.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling