+40.0%
TSEM vs AFRM
-10.1%
+50.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.2% | +7.1% | +5.3% |
| 7D | -17.5% | -7.3% | -10.2% | -16.2% |
| 30D | -44.7% | -9.6% | -35.1% | -43.5% |
| 3M | -38.9% | -11.1% | -27.8% | -37.7% |
| 6M | -36.7% | +3.9% | -40.5% | -37.9% |
| YTD | +17.0% | -8.5% | +25.5% | +16.4% |
| All | +40.0% | -10.1% | +50.1% | +47.0% |
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