+80.5%
TSEM vs AFRM
+8.5%
+71.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +5.0% | -13.8% | -9.7% |
| 7D | -23.1% | +3.1% | -26.2% | -23.6% |
| 30D | -40.4% | +1.1% | -41.5% | -40.5% |
| 3M | -37.9% | -3.2% | -34.6% | -37.8% |
| 6M | -30.8% | +12.7% | -43.5% | -33.5% |
| YTD | +26.7% | +1.6% | +25.2% | +24.2% |
| 1Y | +80.5% | +5.9% | +74.6% | +75.3% |
| All | +80.5% | +8.5% | +71.9% | +75.3% |
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