-29.3%
AFRM vs TSN
-3.0%
-26.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.4% | -5.0% |
| 7D | -8.0% | -7.3% | -0.7% | -5.2% |
| 30D | -9.8% | -8.6% | -1.1% | -6.5% |
| 3M | +4.7% | -7.5% | +12.2% | +7.8% |
| 6M | +34.1% | -14.1% | +48.3% | +40.7% |
| YTD | -8.4% | -9.4% | +1.0% | -6.9% |
| 1Y | -22.9% | -4.1% | -18.8% | -24.5% |
| 3Y | +203.3% | +10.3% | +193.0% | +160.3% |
| 5Y | -26.0% | -19.7% | -6.2% | -11.3% |
| All | -29.3% | -3.0% | -26.2% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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