+407.0%
TSM vs AFL
+62.8%
+344.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.9% |
| 7D | +4.8% | -2.1% | +6.9% | +4.5% |
| 30D | +4.0% | -5.4% | +9.5% | +3.3% |
| 3M | +2.0% | -0.3% | +2.2% | +1.8% |
| 6M | +25.5% | +5.2% | +20.3% | +25.4% |
| YTD | +44.0% | +5.7% | +38.3% | +43.9% |
| 1Y | +75.4% | +10.2% | +65.2% | +75.0% |
| All | +407.0% | +62.8% | +344.2% | +342.0% |
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