-83.3%
TTD vs AFRM
+203.8%
-287.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.2% | +1.5% |
| 7D | +5.2% | -7.3% | +12.5% | +7.3% |
| 30D | +6.9% | -9.6% | +16.5% | +9.6% |
| 3M | -26.8% | -11.1% | -15.8% | -24.8% |
| 6M | -46.1% | +3.9% | -50.0% | -47.4% |
| YTD | -65.9% | -8.5% | -57.4% | -65.9% |
| 1Y | -71.8% | +3.3% | -75.1% | -72.9% |
| 3Y | -83.3% | +213.7% | -297.0% | -90.4% |
| All | -83.3% | +203.8% | -287.1% | -90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling