+229.9%
AFRM vs TSN
+8.7%
+221.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -2.0% | -2.5% |
| 7D | -7.0% | -6.3% | -0.6% | -5.7% |
| 30D | -7.8% | -10.8% | +3.0% | -5.5% |
| 3M | +5.3% | -8.8% | +14.1% | +7.3% |
| 6M | +42.6% | -16.8% | +59.5% | +47.3% |
| YTD | -2.8% | -10.0% | +7.2% | -2.3% |
| 1Y | -19.3% | -5.3% | -14.1% | -20.9% |
| All | +229.9% | +8.7% | +221.2% | +137.6% |
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