+50.7%
TEL vs AFRM
-21.7%
+72.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -1.4% | +3.1% | -4.5% | -1.9% |
| 30D | -4.9% | -4.2% | -0.7% | -4.5% |
| 3M | +0.1% | +10.1% | -10.0% | -1.5% |
| 6M | +0.4% | +39.4% | -39.1% | -4.4% |
| YTD | -8.9% | -3.2% | -5.8% | -9.7% |
| 1Y | -0.3% | -16.1% | +15.8% | -0.1% |
| 3Y | +67.6% | +220.8% | -153.2% | +33.5% |
| 5Y | +50.7% | -17.7% | +68.3% | +18.3% |
| All | +50.7% | -21.7% | +72.4% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling