+97.3%
TEM vs AFRM
+107.5%
-10.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.2% | -2.7% |
| 7D | +5.1% | -10.3% | +15.3% | +10.5% |
| 30D | +16.8% | -13.7% | +30.5% | +24.7% |
| 3M | +42.6% | -11.6% | +54.2% | +49.5% |
| 6M | +63.9% | +2.1% | +61.8% | +61.6% |
| YTD | +34.5% | -8.9% | +43.4% | +36.7% |
| 1Y | +11.0% | -9.7% | +20.7% | +12.5% |
| All | +97.3% | +107.5% | -10.1% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling