-10.5%
TEM vs AFRM
+8.5%
-19.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.0% | -7.8% | -5.5% |
| 7D | -1.3% | +3.1% | -4.4% | -3.0% |
| 30D | -9.5% | +1.1% | -10.6% | -10.6% |
| 3M | +60.7% | -3.2% | +63.9% | +61.4% |
| 6M | +35.5% | +12.7% | +22.8% | +26.0% |
| YTD | +28.0% | +1.6% | +26.5% | +16.2% |
| 1Y | -10.5% | +5.9% | -16.4% | -19.9% |
| All | -10.5% | +8.5% | -19.1% | -19.9% |
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