+48.3%
TSEM vs AFRM
-13.2%
+61.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | 0.0% |
| 7D | +20.5% | -5.5% | +26.0% | +21.8% |
| 30D | -29.0% | -15.5% | -13.5% | -26.6% |
| 3M | -39.4% | -10.3% | -29.1% | -38.2% |
| 6M | -28.5% | +0.6% | -29.1% | -29.3% |
| YTD | +34.4% | -11.5% | +46.0% | +33.7% |
| 1Y | +48.3% | -16.6% | +64.9% | +58.6% |
| All | +48.3% | -13.2% | +61.6% | +58.6% |
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