+88.9%
TEM vs AFRM
+108.3%
-19.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.2% | +10.2% | +9.0% |
| 7D | +5.3% | -7.3% | +12.6% | +8.9% |
| 30D | +8.1% | -9.6% | +17.7% | +12.8% |
| 3M | +64.9% | -11.1% | +76.0% | +72.2% |
| 6M | +42.1% | +3.9% | +38.3% | +38.6% |
| YTD | +28.8% | -8.5% | +37.3% | +30.7% |
| 1Y | +5.5% | +3.3% | +2.2% | +0.3% |
| All | +88.9% | +108.3% | -19.3% | +39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling