+369.4%
TTMI vs AFRM
+203.8%
+165.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.2% | +9.1% | +7.3% |
| 7D | -19.8% | -7.3% | -12.5% | -18.6% |
| 30D | -48.1% | -9.6% | -38.6% | -47.1% |
| 3M | -51.2% | -11.1% | -40.2% | -50.3% |
| 6M | -59.6% | +3.9% | -63.5% | -60.2% |
| YTD | -3.6% | -8.5% | +4.9% | -4.2% |
| 1Y | -2.3% | +3.3% | -5.6% | -5.2% |
| 3Y | +369.4% | +213.7% | +155.6% | +295.2% |
| All | +369.4% | +203.8% | +165.6% | +295.2% |
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