+422.5%
TSEM vs AFRM
-27.4%
+449.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -2.7% |
| 7D | -9.5% | -8.4% | -1.1% | -8.5% |
| 30D | -35.5% | -18.3% | -17.2% | -33.9% |
| 3M | -41.6% | -12.7% | -28.9% | -40.8% |
| 6M | -30.1% | +3.0% | -33.1% | -30.6% |
| YTD | +25.7% | -11.4% | +37.1% | +25.8% |
| 1Y | +50.5% | -13.3% | +63.8% | +50.8% |
| 3Y | +501.7% | +194.0% | +307.7% | +420.2% |
| 5Y | +310.9% | -50.6% | +361.5% | +290.0% |
| All | +422.5% | -27.4% | +449.9% | +365.5% |
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 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