-17.3%
TSCO vs AFRM
+195.1%
-212.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.5% | +1.8% | -3.3% |
| 7D | -2.5% | -8.0% | +5.6% | -1.9% |
| 30D | -1.1% | -9.8% | +8.7% | -0.4% |
| 3M | +14.3% | +4.7% | +9.6% | +13.7% |
| 6M | -31.9% | +34.1% | -66.0% | -33.6% |
| YTD | -30.7% | -8.4% | -22.2% | -30.7% |
| 1Y | -41.1% | -22.9% | -18.1% | -40.7% |
| All | -17.3% | +195.1% | -212.4% | -29.2% |
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