+201.7%
AFRM vs TSLQ
-97.9%
+299.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -4.0% |
| 7D | -5.5% | -26.6% | +21.1% | -13.9% |
| 30D | -15.5% | -17.5% | +2.0% | -18.9% |
| 3M | -10.3% | -41.7% | +31.4% | -21.3% |
| 6M | +0.6% | -16.9% | +17.6% | +4.1% |
| YTD | -11.5% | -21.9% | +10.4% | -6.1% |
| 1Y | -16.6% | -32.5% | +15.9% | -13.8% |
| 3Y | +193.5% | -97.2% | +290.7% | +58.7% |
| All | +201.7% | -97.9% | +299.6% | +112.2% |
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