+676.6%
TSEM vs AFRM
+235.6%
+441.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.6% | +10.5% | +8.3% |
| 7D | +6.9% | -7.0% | +13.8% | +8.3% |
| 30D | +5.3% | -7.8% | +13.1% | +6.5% |
| 3M | -14.9% | +5.3% | -20.2% | -16.2% |
| 6M | +80.0% | +42.6% | +37.4% | +67.1% |
| YTD | +89.4% | -2.8% | +92.1% | +86.8% |
| 1Y | +253.1% | -19.3% | +272.4% | +257.5% |
| All | +676.6% | +235.6% | +441.0% | +536.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling