+213.7%
AFRM vs TSN
+42.3%
+171.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -7.3% | +4.6% | -11.9% | -8.0% |
| 30D | -9.6% | +15.4% | -25.0% | -11.6% |
| 3M | -11.1% | +2.9% | -14.0% | -11.6% |
| 6M | +3.9% | -10.8% | +14.6% | +5.1% |
| YTD | -8.5% | +4.5% | -13.0% | -10.4% |
| 1Y | +3.3% | +19.5% | -16.3% | -3.0% |
| 3Y | +213.7% | +42.2% | +171.5% | +134.4% |
| All | +213.7% | +42.3% | +171.4% | +134.4% |
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