+84.4%
TSM vs AFL
+11.7%
+72.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +2.2% |
| 7D | +2.7% | +0.6% | +2.1% | +3.2% |
| 30D | +3.6% | -6.2% | +9.8% | -1.0% |
| 3M | -3.4% | +2.2% | -5.6% | -1.5% |
| 6M | +20.6% | +5.3% | +15.3% | +24.0% |
| YTD | +41.9% | +8.0% | +33.9% | +48.9% |
| 1Y | +84.4% | +10.2% | +74.1% | +99.5% |
| All | +84.4% | +11.7% | +72.7% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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