+299.0%
TSEM vs AFRM
-56.8%
+355.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.8% | -6.8% |
| 7D | +7.0% | -4.4% | +11.4% | +7.6% |
| 30D | -29.8% | -7.7% | -22.1% | -29.1% |
| 3M | -41.9% | -16.9% | -25.1% | -40.8% |
| 6M | -45.8% | +2.5% | -48.2% | -46.2% |
| YTD | +25.1% | -12.5% | +37.6% | +25.5% |
| 1Y | +48.2% | -11.0% | +59.3% | +48.1% |
| 3Y | +476.5% | +184.6% | +291.9% | +402.9% |
| All | +299.0% | -56.8% | +355.8% | +311.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling