+424.3%
TTMI vs AFRM
-28.4%
+452.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.7% |
| 7D | +11.4% | -4.4% | +15.8% | +12.1% |
| 30D | -28.3% | -7.7% | -20.6% | -27.5% |
| 3M | -46.7% | -16.9% | -29.8% | -45.4% |
| 6M | -56.1% | +2.5% | -58.6% | -56.5% |
| YTD | +7.4% | -12.5% | +19.9% | +7.7% |
| 1Y | +17.4% | -11.0% | +28.4% | +17.4% |
| 3Y | +429.1% | +184.6% | +244.6% | +336.5% |
| 5Y | +418.8% | -56.3% | +475.1% | +320.7% |
| All | +424.3% | -28.4% | +452.6% | +321.0% |
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