+337.7%
TSM vs AFL
+66.2%
+271.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -2.0% |
| 7D | +14.8% | +0.2% | +14.6% | +14.9% |
| 30D | -8.9% | +8.6% | -17.6% | -7.2% |
| 3M | -5.3% | +5.3% | -10.6% | -3.9% |
| 6M | +2.6% | +10.0% | -7.4% | +4.7% |
| YTD | +34.5% | +16.5% | +18.0% | +37.8% |
| 1Y | +41.0% | +12.7% | +28.3% | +44.4% |
| All | +337.7% | +66.2% | +271.5% | +357.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling