-80.4%
TTD vs AFRM
-27.4%
-52.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.1% | +6.3% | +4.3% |
| 7D | +19.9% | -8.4% | +28.3% | +23.3% |
| 30D | +27.6% | -18.3% | +45.9% | +36.1% |
| 3M | +15.2% | -12.7% | +27.9% | +19.6% |
| 6M | -33.2% | +3.0% | -36.2% | -35.1% |
| YTD | -59.4% | -11.4% | -48.0% | -59.0% |
| 1Y | -64.4% | -13.3% | -51.0% | -64.0% |
| 3Y | -75.9% | +194.0% | -269.9% | -86.6% |
| 5Y | -82.6% | -50.6% | -32.0% | -88.2% |
| All | -80.4% | -27.4% | -52.9% | -87.5% |
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