+687.0%
TSEM vs AFRM
-20.4%
+707.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.6% | +10.5% | +8.2% |
| 7D | +6.9% | -7.0% | +13.8% | +7.8% |
| 30D | +5.3% | -7.8% | +13.1% | +6.1% |
| 3M | -14.9% | +5.3% | -20.2% | -15.7% |
| 6M | +80.0% | +42.6% | +37.4% | +72.0% |
| YTD | +89.4% | -2.8% | +92.1% | +87.8% |
| 1Y | +253.1% | -19.3% | +272.4% | +255.9% |
| 3Y | +642.1% | +231.0% | +411.2% | +530.3% |
| 5Y | +659.1% | -22.2% | +681.3% | +578.0% |
| All | +687.0% | -20.4% | +707.5% | +594.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling