-81.0%
TTD vs AFRM
-25.2%
-55.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -0.1% | +15.6% | +15.5% |
| 7D | +19.0% | -7.5% | +26.5% | +22.0% |
| 30D | +23.6% | -15.7% | +39.3% | +30.5% |
| 3M | +8.2% | -9.6% | +17.8% | +11.1% |
| 6M | -35.3% | +6.3% | -41.6% | -37.8% |
| YTD | -60.7% | -8.6% | -52.1% | -60.7% |
| 1Y | -65.3% | -7.6% | -57.7% | -65.7% |
| 3Y | -80.6% | +173.7% | -254.2% | -88.8% |
| 5Y | -84.6% | -56.9% | -27.7% | -89.4% |
| All | -81.0% | -25.2% | -55.8% | -88.0% |
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