+231.6%
AFRM vs TSLQ
-97.0%
+328.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.0% | -14.6% | +1.1% |
| 7D | -7.0% | -5.8% | -1.2% | -8.2% |
| 30D | -7.8% | -22.1% | +14.3% | -13.5% |
| 3M | +5.3% | +10.1% | -4.7% | +15.4% |
| 6M | +42.6% | -6.8% | +49.4% | +53.2% |
| YTD | -2.8% | +8.5% | -11.3% | +11.6% |
| 1Y | -19.3% | -49.7% | +30.4% | -24.1% |
| 3Y | +231.0% | -95.6% | +326.6% | +115.6% |
| All | +231.6% | -97.0% | +328.6% | +152.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling