-79.7%
TTD vs AFRM
-25.4%
-54.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.8% | +2.7% |
| 7D | +20.8% | -10.3% | +31.0% | +25.1% |
| 30D | +33.8% | -13.7% | +47.6% | +40.2% |
| 3M | +17.8% | -11.6% | +29.4% | +21.8% |
| 6M | -25.7% | +2.1% | -27.8% | -27.6% |
| YTD | -57.9% | -8.9% | -49.0% | -57.9% |
| 1Y | -63.8% | -9.7% | -54.1% | -64.0% |
| 3Y | -75.0% | +202.5% | -277.5% | -86.2% |
| 5Y | -82.5% | -55.3% | -27.2% | -88.0% |
| All | -79.7% | -25.4% | -54.3% | -87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling