+51.6%
TEL vs AFRM
-23.1%
+74.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | 0.0% |
| 7D | +3.0% | -7.0% | +9.9% | +3.8% |
| 30D | -3.9% | -7.8% | +3.9% | -3.1% |
| 3M | -5.1% | +5.3% | -10.4% | -6.1% |
| 6M | +0.6% | +42.6% | -42.0% | -4.5% |
| YTD | -7.3% | -2.8% | -4.5% | -8.2% |
| 1Y | +1.1% | -19.3% | +20.4% | +1.8% |
| 3Y | +63.7% | +231.0% | -167.3% | +29.8% |
| All | +51.6% | -23.1% | +74.7% | +19.2% |
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