+284.1%
TSM vs AFL
+131.5%
+152.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | +4.8% | -2.1% | +6.9% | +5.1% |
| 30D | +4.0% | -5.4% | +9.5% | +4.9% |
| 3M | +2.0% | -0.3% | +2.2% | +1.5% |
| 6M | +25.5% | +5.2% | +20.3% | +23.1% |
| YTD | +44.0% | +5.7% | +38.3% | +40.9% |
| 1Y | +75.4% | +10.2% | +65.2% | +69.2% |
| 3Y | +406.7% | +63.4% | +343.3% | +304.3% |
| All | +284.1% | +131.5% | +152.6% | +148.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling