+10.0%
TSEM vs AFL
+7,575.7%
-7,565.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | +10.4% | -0.7% | +11.2% | +10.6% |
| 30D | -12.9% | -7.1% | -5.8% | -11.4% |
| 3M | -9.2% | +0.4% | -9.6% | -9.8% |
| 6M | +98.8% | +4.5% | +94.2% | +95.1% |
| YTD | +87.2% | +6.1% | +81.1% | +82.7% |
| 1Y | +239.0% | +10.6% | +228.4% | +226.7% |
| 3Y | +679.5% | +64.0% | +615.5% | +571.8% |
| 5Y | +667.3% | +133.7% | +533.5% | +499.1% |
| 10Y | +1,301.0% | +298.0% | +1,003.0% | +838.1% |
| All | +10.0% | +7,575.7% | -7,565.6% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling