-11.0%
AFRM vs TSLQ
-32.4%
+21.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -0.2% |
| 7D | -4.4% | -16.8% | +12.4% | -8.5% |
| 30D | -7.7% | -18.0% | +10.3% | -10.8% |
| 3M | -16.9% | -34.5% | +17.6% | -23.0% |
| 6M | +2.5% | -8.9% | +11.4% | +9.6% |
| YTD | -12.5% | -19.0% | +6.5% | -6.4% |
| 1Y | -11.0% | -38.2% | +27.2% | -10.7% |
| All | -11.0% | -32.4% | +21.4% | -10.7% |
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