+72.1%
TEL vs AFRM
-25.0%
+97.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +0.5% |
| 7D | +1.2% | -8.0% | +9.2% | +2.2% |
| 30D | -4.1% | -9.8% | +5.7% | -3.1% |
| 3M | -2.6% | +4.7% | -7.2% | -3.4% |
| 6M | 0.0% | +34.1% | -34.1% | -4.0% |
| YTD | -9.1% | -8.4% | -0.6% | -9.2% |
| 1Y | -0.8% | -22.9% | +22.1% | +0.3% |
| 3Y | +67.4% | +203.3% | -135.9% | +37.0% |
| 5Y | +51.8% | -26.0% | +77.7% | +23.3% |
| All | +72.1% | -25.0% | +97.2% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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