+253.1%
TSEM vs AFRM
-15.0%
+268.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.6% | +10.5% | +8.3% |
| 7D | +6.9% | -7.0% | +13.8% | +8.3% |
| 30D | +5.3% | -7.8% | +13.1% | +6.6% |
| 3M | -14.9% | +5.3% | -20.2% | -16.6% |
| 6M | +80.0% | +42.6% | +37.4% | +66.0% |
| YTD | +89.4% | -2.8% | +92.1% | +86.6% |
| 1Y | +253.1% | -19.3% | +272.4% | +250.5% |
| All | +253.1% | -15.0% | +268.1% | +250.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling