+1,282.5%
TSEM vs AFL
+303.3%
+979.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | -4.9% | -1.6% | -3.2% | -4.4% |
| 30D | -18.7% | -4.0% | -14.7% | -17.7% |
| 3M | -18.1% | -0.5% | -17.6% | -18.6% |
| 6M | +77.1% | +6.5% | +70.6% | +71.5% |
| YTD | +80.1% | +6.2% | +74.0% | +74.1% |
| 1Y | +220.4% | +8.3% | +212.1% | +206.6% |
| 3Y | +650.1% | +62.5% | +587.5% | +504.8% |
| 5Y | +628.9% | +136.2% | +492.7% | +398.2% |
| All | +1,282.5% | +303.3% | +979.2% | +698.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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