+84.4%
TSM vs AFRM
-15.0%
+99.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.5% | +3.3% |
| 7D | +2.7% | -7.0% | +9.7% | +4.0% |
| 30D | +3.6% | -7.8% | +11.4% | +4.9% |
| 3M | -3.4% | +5.3% | -8.7% | -4.8% |
| 6M | +20.6% | +42.6% | -22.0% | +13.0% |
| YTD | +41.9% | -2.8% | +44.7% | +37.8% |
| 1Y | +84.4% | -19.3% | +103.7% | +76.2% |
| All | +84.4% | -15.0% | +99.4% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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