+779.3%
TTMI vs AFRM
-25.0%
+804.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.5% | +1.5% | -3.2% |
| 7D | +7.5% | -8.0% | +15.5% | +8.7% |
| 30D | -4.5% | -9.8% | +5.3% | -3.4% |
| 3M | -28.5% | +4.7% | -33.2% | -29.2% |
| 6M | +28.4% | +34.1% | -5.8% | +22.5% |
| YTD | +80.1% | -8.4% | +88.5% | +79.5% |
| 1Y | +161.0% | -22.9% | +184.0% | +164.9% |
| 3Y | +862.4% | +203.3% | +659.1% | +681.2% |
| 5Y | +812.9% | -26.0% | +838.9% | +628.6% |
| All | +779.3% | -25.0% | +804.4% | +601.5% |
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