+1,643.1%
TSM vs AFL
+339.8%
+1,303.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -1.9% |
| 7D | +6.2% | +2.9% | +3.3% | +5.4% |
| 30D | -7.3% | +8.0% | -15.2% | -9.5% |
| 3M | -7.1% | +5.9% | -13.0% | -9.0% |
| 6M | +0.2% | +11.6% | -11.4% | -3.9% |
| YTD | +32.2% | +17.5% | +14.7% | +24.2% |
| 1Y | +42.8% | +13.3% | +29.5% | +35.7% |
| 3Y | +330.4% | +67.0% | +263.4% | +246.2% |
| 5Y | +263.9% | +150.6% | +113.3% | +147.7% |
| All | +1,643.1% | +339.8% | +1,303.3% | +904.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling