-13.3%
AFRM vs TSLQ
-23.1%
+9.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.2% | -3.3% |
| 7D | -8.4% | +4.7% | -13.1% | -6.3% |
| 30D | -18.3% | -5.6% | -12.7% | -18.1% |
| 3M | -12.7% | -34.6% | +21.9% | -19.2% |
| 6M | +3.0% | -11.4% | +14.4% | +8.9% |
| YTD | -11.4% | -14.1% | +2.7% | -3.7% |
| 1Y | -13.3% | -20.7% | +7.4% | -5.8% |
| All | -13.3% | -23.1% | +9.7% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling