+84.5%
TEL vs AFRM
-25.4%
+109.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.4% |
| 7D | -0.4% | -10.3% | +9.9% | +0.9% |
| 30D | +1.0% | -13.7% | +14.7% | +2.6% |
| 3M | +0.7% | -11.6% | +12.3% | +1.8% |
| 6M | +7.3% | +2.1% | +5.2% | +6.3% |
| YTD | -2.5% | -8.9% | +6.3% | -2.8% |
| 1Y | -10.3% | -9.7% | -0.5% | -10.6% |
| 3Y | +81.1% | +202.5% | -121.3% | +49.3% |
| 5Y | +45.3% | -55.3% | +100.6% | +21.1% |
| All | +84.5% | -25.4% | +109.9% | +47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling