+41.6%
TEL vs AFRM
-58.9%
+100.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.6% |
| 7D | -2.8% | -7.3% | +4.5% | -1.9% |
| 30D | -4.1% | -9.6% | +5.5% | -2.9% |
| 3M | -3.4% | -11.1% | +7.7% | -2.3% |
| 6M | -3.5% | +3.9% | -7.3% | -4.7% |
| YTD | -8.0% | -8.5% | +0.5% | -8.4% |
| 1Y | -13.7% | +3.3% | -17.0% | -15.6% |
| 3Y | +71.9% | +213.7% | -141.8% | +35.9% |
| All | +41.6% | -58.9% | +100.5% | +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