-22.9%
AFRM vs TSLQ
-50.7%
+27.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.6% | -5.4% |
| 7D | -8.0% | -8.0% | 0.0% | -9.5% |
| 30D | -9.8% | -23.8% | +14.0% | -14.5% |
| 3M | +4.7% | -7.0% | +11.7% | +7.2% |
| 6M | +34.1% | -17.1% | +51.2% | +37.1% |
| YTD | -8.4% | +0.1% | -8.5% | -0.8% |
| 1Y | -22.9% | -51.2% | +28.3% | -21.6% |
| All | -22.9% | -50.7% | +27.8% | -21.6% |
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