+66.2%
TSM vs AFL
+10.4%
+55.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.9% |
| 7D | +2.6% | -3.3% | +5.9% | +0.2% |
| 30D | +1.4% | -5.0% | +6.4% | -2.1% |
| 3M | +5.0% | -1.8% | +6.7% | +4.2% |
| 6M | +24.0% | +4.8% | +19.1% | +26.2% |
| YTD | +41.6% | +5.4% | +36.1% | +45.9% |
| 1Y | +66.2% | +9.0% | +57.2% | +77.2% |
| All | +66.2% | +10.4% | +55.8% | +77.2% |
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