+187.8%
AFRM vs TSN
+43.0%
+144.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.8% |
| 7D | -5.5% | -1.4% | -4.1% | -5.3% |
| 30D | -15.5% | +10.2% | -25.6% | -16.8% |
| 3M | -10.3% | +7.2% | -17.5% | -11.4% |
| 6M | +0.6% | -10.6% | +11.2% | +1.9% |
| YTD | -11.5% | +3.7% | -15.3% | -13.4% |
| 1Y | -16.6% | +13.5% | -30.1% | -20.7% |
| All | +187.8% | +43.0% | +144.8% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling