+257.2%
TSM vs AFRM
-25.2%
+282.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | -2.5% | -7.5% | +5.0% | -1.5% |
| 30D | -14.3% | -15.7% | +1.4% | -12.4% |
| 3M | -7.2% | -9.6% | +2.4% | -6.4% |
| 6M | -5.1% | +6.3% | -11.4% | -6.4% |
| YTD | +28.9% | -8.6% | +37.5% | +28.6% |
| 1Y | +37.1% | -7.6% | +44.7% | +36.3% |
| 3Y | +341.5% | +173.7% | +167.8% | +260.8% |
| 5Y | +245.7% | -56.9% | +302.6% | +195.0% |
| All | +257.2% | -25.2% | +282.4% | +188.7% |
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