+21.1%
TSCO vs AFRM
-25.2%
+46.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -3.1% | -8.5% | +5.4% | -2.4% |
| 30D | -4.4% | -11.4% | +7.0% | -3.5% |
| 3M | +9.7% | +8.2% | +1.4% | +8.7% |
| 6M | -32.4% | +36.6% | -69.0% | -34.5% |
| YTD | -31.7% | -8.7% | -23.0% | -31.7% |
| 1Y | -41.3% | -19.9% | -21.4% | -41.0% |
| 3Y | -18.3% | +202.6% | -220.9% | -30.6% |
| 5Y | -10.3% | -45.0% | +34.8% | -23.0% |
| All | +21.1% | -25.2% | +46.3% | -0.1% |
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 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