+462.4%
TSEM vs AFRM
-25.4%
+487.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.9% | +4.8% | +7.3% |
| 7D | +6.8% | -10.3% | +17.0% | +8.2% |
| 30D | -26.6% | -13.7% | -12.9% | -25.3% |
| 3M | -36.3% | -11.6% | -24.8% | -35.6% |
| 6M | -30.6% | +2.1% | -32.7% | -31.1% |
| YTD | +35.3% | -8.9% | +44.2% | +35.0% |
| 1Y | +59.2% | -9.7% | +68.9% | +58.9% |
| 3Y | +547.7% | +202.5% | +345.2% | +458.2% |
| 5Y | +337.5% | -55.3% | +392.9% | +319.6% |
| All | +462.4% | -25.4% | +487.7% | +399.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling