+230.3%
AFRM vs TSLQ
-97.3%
+327.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.0% | +7.6% | -2.9% |
| 7D | +3.1% | -8.6% | +11.6% | +0.7% |
| 30D | -4.2% | -24.9% | +20.7% | -11.1% |
| 3M | +10.1% | -1.5% | +11.6% | +15.8% |
| 6M | +39.4% | -18.1% | +57.5% | +43.7% |
| YTD | -3.2% | -0.1% | -3.0% | +8.4% |
| 1Y | -16.1% | -51.4% | +35.3% | -21.8% |
| 3Y | +220.8% | -95.9% | +316.7% | +106.5% |
| All | +230.3% | -97.3% | +327.6% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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