+13,957.4%
TSM vs AFL
+2,829.9%
+11,127.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.9% |
| 7D | +6.0% | -0.7% | +6.8% | +6.3% |
| 30D | +4.5% | -7.1% | +11.6% | +7.0% |
| 3M | +3.1% | +0.4% | +2.7% | +2.4% |
| 6M | +30.2% | +4.5% | +25.7% | +27.1% |
| YTD | +45.2% | +6.1% | +39.1% | +40.8% |
| 1Y | +79.6% | +10.6% | +69.0% | +71.0% |
| 3Y | +411.0% | +64.0% | +347.0% | +315.2% |
| 5Y | +290.7% | +133.7% | +157.0% | +178.2% |
| 10Y | +1,753.6% | +298.0% | +1,455.6% | +946.3% |
| All | +13,957.4% | +2,829.9% | +11,127.6% | +2,723.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling