+266.5%
TSM vs AFRM
-28.4%
+294.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.5% |
| 7D | +6.2% | -4.4% | +10.6% | +6.8% |
| 30D | -7.3% | -7.7% | +0.4% | -6.3% |
| 3M | -7.1% | -16.9% | +9.7% | -5.2% |
| 6M | +0.2% | +2.5% | -2.3% | -0.6% |
| YTD | +32.2% | -12.5% | +44.8% | +32.7% |
| 1Y | +42.8% | -11.0% | +53.8% | +42.8% |
| 3Y | +330.4% | +184.6% | +145.8% | +250.7% |
| 5Y | +263.9% | -56.3% | +320.2% | +211.2% |
| All | +266.5% | -28.4% | +294.9% | +197.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling