+83.2%
TEL vs AFRM
-27.6%
+110.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.4% |
| 7D | +5.6% | -5.5% | +11.0% | +6.2% |
| 30D | +0.9% | -15.5% | +16.4% | +2.8% |
| 3M | +2.1% | -10.3% | +12.4% | +3.0% |
| 6M | +2.7% | +0.6% | +2.1% | +2.0% |
| YTD | -3.2% | -11.5% | +8.3% | -3.2% |
| 1Y | -10.6% | -16.6% | +6.0% | -10.1% |
| 3Y | +79.8% | +193.5% | -113.7% | +48.8% |
| 5Y | +43.3% | -55.8% | +99.1% | +19.7% |
| All | +83.2% | -27.6% | +110.8% | +46.6% |
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