-0.8%
TEL vs AFRM
-20.8%
+19.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +0.7% |
| 7D | +1.2% | -8.0% | +9.2% | +2.5% |
| 30D | -4.1% | -9.8% | +5.7% | -2.8% |
| 3M | -2.6% | +4.7% | -7.2% | -3.9% |
| 6M | 0.0% | +34.1% | -34.1% | -6.3% |
| YTD | -9.1% | -8.4% | -0.6% | -11.2% |
| 1Y | -0.8% | -22.9% | +22.1% | -3.7% |
| All | -0.8% | -20.8% | +19.9% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling