-29.6%
AFRM vs TSN
+12.2%
-41.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.2% |
| 7D | -10.3% | -0.3% | -10.0% | -10.2% |
| 30D | -13.7% | +11.8% | -25.5% | -17.7% |
| 3M | -11.6% | +7.1% | -18.6% | -14.3% |
| 6M | +2.1% | -9.2% | +11.2% | +5.7% |
| YTD | -8.9% | +4.8% | -13.6% | -12.9% |
| 1Y | -9.7% | +11.6% | -21.4% | -16.9% |
| 3Y | +202.5% | +41.5% | +160.9% | +128.2% |
| 5Y | -55.3% | -15.5% | -39.8% | -51.2% |
| All | -29.6% | +12.2% | -41.8% | -27.7% |
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